+26.3%
ACI vs VCLT
-10.5%
+36.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +5.9% | -0.9% | +6.8% | +6.1% |
| 3M | -19.8% | -3.2% | -16.5% | -19.3% |
| 6M | -24.7% | -3.8% | -20.9% | -24.2% |
| YTD | -24.4% | -2.0% | -22.4% | -24.1% |
| 1Y | -31.5% | -0.8% | -30.7% | -31.4% |
| 3Y | -38.7% | +12.3% | -51.0% | -40.3% |
| 5Y | -42.8% | -15.4% | -27.4% | -41.9% |
| All | +26.3% | -10.5% | +36.8% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling