-47.0%
ACM vs VLTO
+18.3%
-65.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +9.5% | +13.8% | -4.3% | +2.6% |
| 30D | +14.7% | +21.2% | -6.5% | +4.0% |
| 3M | -9.5% | +21.5% | -31.0% | -18.0% |
| 6M | -18.0% | +33.0% | -51.0% | -29.0% |
| YTD | -27.3% | +17.8% | -45.1% | -34.6% |
| 1Y | -47.0% | +18.1% | -65.1% | -52.3% |
| All | -47.0% | +18.3% | -65.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling