+252.7%
ACM vs VIG
+553.7%
-301.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | +6.6% | +1.0% | +5.6% | +5.3% |
| 30D | +19.8% | +4.5% | +15.2% | +13.2% |
| 3M | -3.1% | +2.1% | -5.2% | -5.5% |
| 6M | -11.5% | +10.5% | -22.0% | -22.0% |
| YTD | -24.7% | +15.1% | -39.8% | -36.9% |
| 1Y | -45.1% | +16.9% | -61.9% | -54.9% |
| 3Y | -8.9% | +65.6% | -74.4% | -52.3% |
| 5Y | +5.4% | +64.4% | -59.0% | -44.5% |
| 10Y | +131.1% | +260.6% | -129.6% | -55.6% |
| All | +252.7% | +553.7% | -301.0% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling