+132.5%
ACM vs VCLT
+16.9%
+115.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -12.7% | +0.1% | -12.8% | -12.7% |
| 3M | -9.8% | -2.9% | -6.9% | -8.7% |
| 6M | -31.4% | -4.0% | -27.4% | -30.2% |
| YTD | -32.1% | -2.2% | -29.8% | -31.4% |
| 1Y | -47.8% | -2.6% | -45.2% | -47.2% |
| 3Y | -22.1% | +12.3% | -34.4% | -25.8% |
| 5Y | +1.8% | -16.4% | +18.2% | +7.8% |
| 10Y | +132.5% | +18.1% | +114.5% | +163.0% |
| All | +132.5% | +16.9% | +115.6% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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