+169.6%
ACM vs VCLT
+102.7%
+66.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +6.9% | +1.2% | +5.7% | +6.7% |
| 30D | +19.1% | +3.4% | +15.7% | +18.6% |
| 3M | -6.9% | -0.9% | -6.1% | -6.8% |
| 6M | -12.0% | -3.1% | -8.9% | -11.7% |
| YTD | -25.1% | -2.4% | -22.8% | -24.9% |
| 1Y | -45.4% | -2.7% | -42.8% | -45.2% |
| 3Y | -6.9% | +16.9% | -23.8% | -7.9% |
| 5Y | +3.7% | -17.0% | +20.7% | +1.6% |
| 10Y | +135.8% | +22.1% | +113.7% | +164.9% |
| All | +169.6% | +102.7% | +66.9% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling