+24.3%
ACGLO vs VT
+168.3%
-144.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +1.8% | -2.3% | +4.1% | +2.7% |
| 30D | 0.0% | -5.0% | +5.0% | +1.9% |
| 3M | -4.4% | -4.9% | +0.4% | -2.6% |
| 6M | -7.3% | -1.5% | -5.8% | -6.9% |
| YTD | -5.6% | +8.5% | -14.1% | -8.8% |
| 1Y | -8.4% | +11.4% | -19.8% | -12.3% |
| 3Y | +1.9% | +70.1% | -68.1% | -18.0% |
| 5Y | -5.4% | +53.7% | -59.2% | -21.6% |
| All | +24.3% | +168.3% | -144.0% | -18.6% |
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