+323.5%
ACGL vs VYM
+206.0%
+117.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.2% | +3.3% | -4.5% | -4.7% |
| 30D | +12.8% | +3.8% | +9.0% | +8.2% |
| 3M | +12.3% | -0.4% | +12.7% | +12.6% |
| 6M | +15.8% | +7.1% | +8.7% | +6.9% |
| YTD | +13.9% | +17.1% | -3.2% | -5.2% |
| 1Y | +19.0% | +18.4% | +0.6% | -2.3% |
| 3Y | +33.7% | +74.5% | -40.9% | -30.8% |
| 5Y | +173.4% | +72.5% | +100.9% | +42.0% |
| All | +323.5% | +206.0% | +117.5% | +28.1% |
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