+15.4%
ACIC vs VT
+214.8%
-199.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -0.2% |
| 7D | -6.0% | -4.2% | -1.9% | -2.8% |
| 30D | +9.0% | -5.8% | +14.8% | +14.3% |
| 3M | -6.2% | -5.2% | -1.0% | -2.2% |
| 6M | -13.5% | +0.1% | -13.6% | -14.7% |
| YTD | -13.6% | +8.2% | -21.8% | -20.8% |
| 1Y | -11.9% | +10.1% | -22.1% | -20.6% |
| 3Y | +52.4% | +69.7% | -17.2% | -7.4% |
| 5Y | +170.1% | +53.4% | +116.7% | +79.1% |
| All | +15.4% | +214.8% | -199.4% | -61.5% |
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