+1.8%
ACM vs VEU
+56.2%
-54.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -12.7% | +0.7% | -13.3% | -13.2% |
| 3M | -9.8% | +4.7% | -14.5% | -13.6% |
| 6M | -31.4% | +11.6% | -43.0% | -38.0% |
| YTD | -32.1% | +16.8% | -48.9% | -41.1% |
| 1Y | -47.8% | +24.9% | -72.7% | -57.4% |
| 3Y | -22.1% | +75.7% | -97.8% | -53.6% |
| 5Y | +1.8% | +56.1% | -54.3% | -30.1% |
| All | +1.8% | +56.2% | -54.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling