+1,238.5%
ACGL vs VYM
+492.8%
+745.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.0% | -0.5% | -0.5% | -0.5% |
| 3M | +11.0% | +3.0% | +8.0% | +8.0% |
| 6M | -0.3% | +8.2% | -8.5% | -7.4% |
| YTD | +2.3% | +15.8% | -13.5% | -10.8% |
| 1Y | +6.4% | +20.8% | -14.5% | -10.8% |
| 3Y | +34.0% | +65.3% | -31.3% | -15.9% |
| 5Y | +161.6% | +76.6% | +85.1% | +54.6% |
| 10Y | +278.6% | +203.9% | +74.7% | +47.4% |
| All | +1,238.5% | +492.8% | +745.6% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling