+168.1%
ACGL vs VSXY
+37.4%
+130.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -0.7% | -14.0% | +13.2% | -0.3% |
| 30D | -1.0% | -15.9% | +14.9% | -0.6% |
| 3M | +11.0% | +3.4% | +7.7% | +10.8% |
| 6M | -0.3% | +25.9% | -26.2% | -1.6% |
| YTD | +2.3% | +39.5% | -37.2% | +0.5% |
| 1Y | +6.4% | +194.4% | -188.0% | +1.2% |
| 3Y | +34.0% | +281.4% | -247.5% | +22.4% |
| 5Y | +161.6% | +12.8% | +148.9% | +155.1% |
| All | +168.1% | +37.4% | +130.7% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling