+155.8%
ACGL vs VYM
+76.9%
+78.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -2.1% | -1.0% | -1.2% | -1.4% |
| 30D | -2.2% | -2.0% | -0.1% | -0.6% |
| 3M | +6.3% | +3.1% | +3.3% | +3.7% |
| 6M | +0.5% | +8.9% | -8.4% | -6.4% |
| YTD | +0.2% | +14.7% | -14.5% | -10.9% |
| 1Y | +7.3% | +19.4% | -12.2% | -8.0% |
| 3Y | +30.8% | +65.4% | -34.6% | -16.1% |
| 5Y | +155.8% | +77.6% | +78.2% | +50.8% |
| All | +155.8% | +76.9% | +78.8% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling