+274.0%
ACGL vs VT
+224.5%
+49.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.7% | +0.4% | -1.2% | -1.1% |
| 30D | -1.0% | +1.0% | -2.0% | -1.9% |
| 3M | +11.0% | +2.4% | +8.7% | +8.0% |
| 6M | -0.3% | +12.0% | -12.3% | -11.0% |
| YTD | +2.3% | +15.3% | -13.1% | -11.5% |
| 1Y | +6.4% | +22.6% | -16.2% | -13.3% |
| 3Y | +34.0% | +74.7% | -40.7% | -24.2% |
| 5Y | +161.6% | +66.1% | +95.5% | +54.5% |
| All | +274.0% | +224.5% | +49.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling