-42.4%
ACI vs VCLT
-16.7%
-25.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +2.3% | -2.3% | +4.5% | +2.8% |
| 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% | -19.5% |
| 1Y | -23.7% | -4.4% | -19.4% | -23.0% |
| 3Y | -31.6% | +13.8% | -45.4% | -34.1% |
| All | -42.4% | -16.7% | -25.7% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling