+101.1%
ACM vs VIG
+262.6%
-161.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +5.6% | +3.5% | +2.1% | +1.4% |
| 30D | +20.8% | +4.9% | +15.9% | +14.1% |
| 3M | +11.4% | +2.5% | +8.9% | +8.3% |
| 6M | +0.9% | +11.0% | -10.1% | -10.9% |
| YTD | -24.8% | +16.0% | -40.8% | -36.9% |
| 1Y | -46.4% | +17.5% | -64.0% | -55.8% |
| 3Y | -9.2% | +67.0% | -76.2% | -51.0% |
| 5Y | +5.0% | +64.8% | -59.8% | -42.3% |
| All | +101.1% | +262.6% | -161.6% | -61.0% |
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