+17.7%
ACI vs VTEB
+5.0%
+12.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | -7.1% | -1.2% | -5.8% | -6.3% |
| 30D | -4.5% | -2.9% | -1.6% | -2.6% |
| 3M | -22.3% | -3.2% | -19.1% | -20.6% |
| 6M | -28.4% | -2.6% | -25.8% | -27.1% |
| YTD | -29.5% | -1.8% | -27.7% | -28.5% |
| 1Y | -34.2% | +0.2% | -34.5% | -34.1% |
| 3Y | -45.7% | +8.2% | -53.9% | -47.9% |
| 5Y | -40.8% | +0.8% | -41.6% | -37.7% |
| All | +17.7% | +5.0% | +12.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling