-10.0%
ACM vs VLTO
+57.1%
-67.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +3.0% | +1.5% | +1.5% | +2.3% |
| 30D | +19.7% | +20.9% | -1.3% | +9.7% |
| 3M | +5.3% | +21.4% | -16.1% | -3.5% |
| 6M | -10.8% | +37.6% | -48.4% | -22.7% |
| YTD | -25.1% | +19.5% | -44.6% | -31.3% |
| 1Y | -45.8% | +22.0% | -67.8% | -50.8% |
| 3Y | -9.4% | +70.7% | -80.1% | -26.0% |
| All | -10.0% | +57.1% | -67.1% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling