+344.3%
ACGL vs VT
+214.8%
+129.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +3.3% |
| 7D | +6.4% | -4.2% | +10.6% | +10.1% |
| 30D | +16.6% | -5.8% | +22.4% | +22.3% |
| 3M | +11.6% | -5.2% | +16.8% | +16.3% |
| 6M | +17.5% | +0.1% | +17.3% | +15.5% |
| YTD | +15.3% | +8.2% | +7.0% | +4.9% |
| 1Y | +26.3% | +10.1% | +16.2% | +12.9% |
| 3Y | +35.9% | +69.7% | -33.7% | -22.1% |
| 5Y | +168.2% | +53.4% | +114.8% | +69.3% |
| All | +344.3% | +214.8% | +129.5% | +49.1% |
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