+273.1%
ACGL vs VYM
+207.1%
+66.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -3.6% | -1.9% | -1.8% | -1.6% |
| 30D | -2.1% | -2.6% | +0.5% | +0.7% |
| 3M | +5.4% | +3.6% | +1.8% | +1.3% |
| 6M | 0.0% | +8.7% | -8.7% | -9.1% |
| YTD | +0.3% | +14.1% | -13.8% | -13.9% |
| 1Y | +6.2% | +17.8% | -11.6% | -12.3% |
| 3Y | +30.9% | +64.5% | -33.6% | -27.3% |
| 5Y | +159.8% | +77.5% | +82.3% | +30.2% |
| All | +273.1% | +207.1% | +66.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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