+151.8%
ACGL vs VSXY
+21.5%
+130.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.6% |
| 7D | -2.9% | -6.8% | +3.8% | -2.8% |
| 30D | -2.8% | -20.4% | +17.6% | -2.2% |
| 3M | +6.8% | +2.9% | +3.9% | +6.6% |
| 6M | -1.5% | +67.9% | -69.5% | -3.9% |
| YTD | -0.2% | +44.9% | -45.1% | -2.2% |
| 1Y | +5.3% | +205.9% | -200.6% | -0.3% |
| 3Y | +30.3% | +373.9% | -343.6% | +16.0% |
| 5Y | +151.8% | +23.5% | +128.4% | +146.2% |
| All | +151.8% | +21.5% | +130.3% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling