+132.5%
ACM vs VIG
+241.3%
-108.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.4% |
| 7D | -3.7% | -1.2% | -2.5% | -2.3% |
| 30D | -12.7% | -2.8% | -9.8% | -9.6% |
| 3M | -9.8% | +2.5% | -12.3% | -12.4% |
| 6M | -31.4% | +8.1% | -39.5% | -37.6% |
| YTD | -32.1% | +9.6% | -41.6% | -39.1% |
| 1Y | -47.8% | +14.2% | -62.0% | -55.5% |
| 3Y | -22.1% | +56.1% | -78.2% | -54.5% |
| 5Y | +1.8% | +62.8% | -61.0% | -43.5% |
| 10Y | +132.5% | +248.2% | -115.7% | -54.8% |
| All | +132.5% | +241.3% | -108.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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