+87.4%
ACIC vs VT
+374.2%
-286.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -12.9% | +1.0% | -13.9% | -13.2% |
| 3M | -5.5% | +2.4% | -7.8% | -6.5% |
| 6M | -18.3% | +12.0% | -30.3% | -22.3% |
| YTD | -19.7% | +15.3% | -35.0% | -24.5% |
| 1Y | -13.0% | +22.6% | -35.6% | -20.2% |
| 3Y | +35.9% | +74.7% | -38.8% | +8.8% |
| 5Y | +192.8% | +66.1% | +126.7% | +137.6% |
| 10Y | -18.5% | +225.0% | -243.5% | -43.9% |
| All | +87.4% | +374.2% | -286.8% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling