+241.4%
ACIW vs VT
+217.6%
+23.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +5.2% | -0.1% | +5.3% | +5.1% |
| 30D | +20.8% | -3.1% | +23.9% | +24.7% |
| 3M | +16.3% | -3.5% | +19.8% | +20.5% |
| 6M | +35.0% | +0.5% | +34.6% | +32.1% |
| YTD | +28.5% | +10.8% | +17.8% | +11.1% |
| 1Y | +29.4% | +11.9% | +17.5% | +10.4% |
| 3Y | +135.4% | +73.0% | +62.5% | +18.4% |
| 5Y | +76.7% | +58.6% | +18.1% | 0.0% |
| 10Y | +241.4% | +219.2% | +22.2% | -17.3% |
| All | +241.4% | +217.6% | +23.7% | -17.3% |
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