-4.1%
ACIC vs VT
+224.4%
-228.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.7% |
| 7D | -4.3% | -0.7% | -3.6% | -3.9% |
| 30D | +0.5% | -1.7% | +2.2% | +1.8% |
| 3M | +3.7% | -2.3% | +6.0% | +5.4% |
| 6M | +0.1% | +1.5% | -1.4% | -2.1% |
| YTD | -14.3% | +12.0% | -26.4% | -23.8% |
| 1Y | -10.1% | +12.9% | -23.0% | -20.6% |
| 3Y | +52.9% | +74.9% | -22.0% | -9.6% |
| 5Y | +162.8% | +59.9% | +102.9% | +67.7% |
| 10Y | -4.1% | +224.6% | -228.7% | -74.9% |
| All | -4.1% | +224.4% | -228.5% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling