-39.7%
ACI vs VTEB
+1.2%
-40.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.0% |
| 7D | -3.7% | -0.9% | -2.8% | -3.2% |
| 30D | +0.6% | -2.5% | +3.1% | +2.2% |
| 3M | -20.3% | -3.0% | -17.4% | -18.9% |
| 6M | -24.7% | -2.1% | -22.5% | -23.6% |
| YTD | -27.2% | -1.5% | -25.7% | -26.4% |
| 1Y | -32.7% | +0.2% | -32.9% | -32.5% |
| 3Y | -43.9% | +8.6% | -52.5% | -46.0% |
| All | -39.7% | +1.2% | -40.9% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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