+34.3%
ACI vs VCLT
-12.2%
+46.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -0.5% | -1.9% | +1.5% | -0.1% |
| 30D | +4.9% | +1.4% | +3.5% | +4.6% |
| 3M | +11.1% | -1.8% | +12.9% | +11.5% |
| 6M | -14.9% | -3.9% | -11.0% | -14.3% |
| YTD | -19.6% | -3.9% | -15.7% | -19.0% |
| 1Y | -22.7% | -4.7% | -18.0% | -22.0% |
| 3Y | -31.2% | +14.1% | -45.3% | -33.4% |
| 5Y | -42.3% | -16.6% | -25.7% | -41.1% |
| All | +34.3% | -12.2% | +46.5% | +19.7% |
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