-10.1%
ACM vs VLTO
+56.1%
-66.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.8% |
| 7D | +6.9% | +2.0% | +4.9% | +6.0% |
| 30D | +19.1% | +21.8% | -2.7% | +8.8% |
| 3M | -6.9% | +20.2% | -27.2% | -14.4% |
| 6M | -12.0% | +36.3% | -48.4% | -23.5% |
| YTD | -25.1% | +18.8% | -44.0% | -31.1% |
| 1Y | -45.4% | +20.4% | -65.8% | -50.1% |
| 3Y | -6.9% | +71.9% | -78.8% | -24.1% |
| All | -10.1% | +56.1% | -66.2% | -24.1% |
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