+1,395.5%
ACGL vs VYM
+498.6%
+896.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +3.7% | -1.5% | -1.1% |
| 30D | +12.3% | +3.7% | +8.6% | +8.7% |
| 3M | +11.8% | -0.7% | +12.5% | +12.4% |
| 6M | +17.5% | +7.2% | +10.2% | +10.0% |
| YTD | +14.3% | +16.9% | -2.7% | -1.3% |
| 1Y | +18.2% | +19.6% | -1.5% | -0.1% |
| 3Y | +33.2% | +74.6% | -41.4% | -20.5% |
| 5Y | +174.3% | +72.3% | +102.0% | +65.5% |
| 10Y | +326.3% | +206.5% | +119.8% | +64.6% |
| All | +1,395.5% | +498.6% | +896.9% | +238.3% |
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