-19.6%
ACM vs VIG
+57.1%
-76.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | +0.2% |
| 30D | -12.9% | -2.1% | -10.8% | -10.8% |
| 3M | -6.4% | +3.3% | -9.7% | -9.8% |
| 6M | -29.2% | +9.3% | -38.5% | -36.0% |
| YTD | -29.9% | +10.1% | -40.1% | -37.0% |
| 1Y | -47.3% | +14.7% | -62.0% | -54.8% |
| 3Y | -19.6% | +56.9% | -76.6% | -55.0% |
| All | -19.6% | +57.1% | -76.7% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling