-19.6%
ACM vs VEU
+77.0%
-96.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -0.3% | +1.7% | -2.0% | -1.5% |
| 30D | -12.9% | +1.0% | -13.9% | -13.6% |
| 3M | -6.4% | +5.6% | -12.0% | -10.6% |
| 6M | -29.2% | +13.7% | -42.9% | -36.6% |
| YTD | -29.9% | +17.7% | -47.7% | -39.2% |
| 1Y | -47.3% | +25.8% | -73.0% | -56.8% |
| 3Y | -19.6% | +77.1% | -96.7% | -54.1% |
| All | -19.6% | +77.0% | -96.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling