+230.8%
ACM vs VIG
+530.7%
-299.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.2% |
| 30D | -11.1% | -1.0% | -10.1% | -10.0% |
| 3M | -8.0% | +2.8% | -10.8% | -11.1% |
| 6M | -29.7% | +8.2% | -37.9% | -36.5% |
| YTD | -29.4% | +11.0% | -40.4% | -38.1% |
| 1Y | -46.4% | +16.1% | -62.6% | -55.8% |
| 3Y | -22.3% | +56.2% | -78.5% | -56.2% |
| 5Y | +4.5% | +63.0% | -58.5% | -44.4% |
| 10Y | +127.6% | +241.4% | -113.8% | -53.0% |
| All | +230.8% | +530.7% | -299.9% | -67.0% |
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 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