-42.4%
ACI vs VO
+43.2%
-85.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +1.1% | -1.1% | +2.1% | +1.4% |
| 3M | -23.6% | +4.5% | -28.2% | -24.7% |
| 6M | -29.9% | +11.1% | -41.0% | -32.5% |
| YTD | -26.9% | +13.5% | -40.4% | -30.1% |
| 1Y | -34.2% | +14.5% | -48.7% | -37.4% |
| 3Y | -43.6% | +58.1% | -101.7% | -52.8% |
| 5Y | -42.4% | +43.3% | -85.7% | -53.4% |
| All | -42.4% | +43.2% | -85.6% | -53.4% |
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