+33.3%
ACI vs VCLT
-12.6%
+45.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +2.3% | -2.3% | +4.5% | +2.7% |
| 30D | +1.2% | +0.8% | +0.5% | +1.1% |
| 3M | +6.8% | -2.7% | +9.5% | +7.4% |
| 6M | -18.7% | -4.3% | -14.4% | -18.0% |
| YTD | -20.2% | -4.3% | -15.9% | -19.6% |
| 1Y | -23.7% | -4.4% | -19.4% | -23.1% |
| 3Y | -31.6% | +13.8% | -45.4% | -33.8% |
| 5Y | -42.8% | -17.0% | -25.8% | -41.5% |
| All | +33.3% | -12.6% | +45.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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