+154.4%
ACM vs VCLT
+103.4%
+51.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | -11.1% | -0.9% | -10.3% | -11.0% |
| 3M | -8.0% | -3.2% | -4.7% | -7.6% |
| 6M | -29.7% | -3.8% | -25.8% | -29.4% |
| YTD | -29.4% | -2.0% | -27.4% | -29.2% |
| 1Y | -46.4% | -0.8% | -45.6% | -46.4% |
| 3Y | -22.3% | +12.3% | -34.6% | -23.1% |
| 5Y | +4.5% | -15.4% | +19.9% | +2.3% |
| 10Y | +127.6% | +15.7% | +111.9% | +146.5% |
| All | +154.4% | +103.4% | +51.0% | +311.4% |
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