-17.2%
ACGLN vs VT
+68.0%
-85.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -0.6% | -3.1% | +2.5% | +0.5% |
| 3M | -5.5% | -3.5% | -2.0% | -4.4% |
| 6M | -9.1% | +0.5% | -9.6% | -9.4% |
| YTD | -5.0% | +10.8% | -15.7% | -8.7% |
| 1Y | -8.1% | +11.9% | -20.0% | -12.2% |
| 3Y | -1.6% | +73.0% | -74.6% | -21.7% |
| 5Y | -20.9% | +58.6% | -79.5% | -36.9% |
| All | -17.2% | +68.0% | -85.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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