-12.4%
ACM vs VLTO
+69.5%
-81.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | +5.4% | +5.4% | 0.0% | +2.9% |
| 30D | +15.1% | +22.3% | -7.2% | +4.7% |
| 3M | -10.5% | +19.6% | -30.1% | -17.6% |
| 6M | -19.7% | +35.2% | -54.9% | -30.2% |
| YTD | -28.8% | +17.9% | -46.7% | -34.5% |
| 1Y | -47.9% | +19.5% | -67.4% | -52.4% |
| 3Y | -12.4% | +73.9% | -86.3% | -25.2% |
| All | -12.4% | +69.5% | -81.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling