+17.7%
ACI vs VIG
+129.8%
-112.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -7.1% | -2.2% | -4.8% | -6.1% |
| 30D | -4.5% | -3.2% | -1.3% | -3.0% |
| 3M | -22.3% | +3.0% | -25.3% | -23.3% |
| 6M | -28.4% | +8.1% | -36.5% | -30.9% |
| YTD | -29.5% | +9.1% | -38.6% | -32.3% |
| 1Y | -34.2% | +12.6% | -46.8% | -37.8% |
| 3Y | -45.7% | +55.4% | -101.0% | -56.6% |
| 5Y | -40.8% | +62.8% | -103.6% | -54.8% |
| All | +17.7% | +129.8% | -112.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling