-40.6%
ACI vs VO
+36.5%
-77.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +9.5% | +0.5% | +9.1% | +9.4% |
| 3M | +10.1% | -1.1% | +11.2% | +10.5% |
| 6M | -15.4% | +6.4% | -21.8% | -17.2% |
| YTD | -19.5% | +13.5% | -33.1% | -23.1% |
| 1Y | -21.0% | +13.6% | -34.6% | -24.5% |
| 3Y | -31.2% | +65.2% | -96.4% | -43.2% |
| 5Y | -40.6% | +37.7% | -78.3% | -51.1% |
| All | -40.6% | +36.5% | -77.1% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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