+131.0%
ACM vs VCLT
+21.6%
+109.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +6.6% | +0.2% | +6.4% | +6.5% |
| 30D | +19.8% | +2.8% | +17.0% | +18.3% |
| 3M | -3.1% | -0.5% | -2.6% | -2.9% |
| 6M | -11.5% | -3.7% | -7.8% | -10.0% |
| YTD | -24.7% | -2.9% | -21.8% | -23.7% |
| 1Y | -45.1% | -3.3% | -41.8% | -44.2% |
| 3Y | -8.9% | +15.3% | -24.2% | -14.3% |
| 5Y | +5.4% | -16.2% | +21.6% | +12.4% |
| All | +131.0% | +21.6% | +109.4% | +167.7% |
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