-9.2%
ACM vs VLTO
+70.6%
-79.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.3% |
| 7D | +5.6% | +1.0% | +4.6% | +5.2% |
| 30D | +20.8% | +17.5% | +3.3% | +12.0% |
| 3M | +11.4% | +21.4% | -10.0% | +1.7% |
| 6M | +0.9% | +38.1% | -37.2% | -13.2% |
| YTD | -24.8% | +19.0% | -43.8% | -31.1% |
| 1Y | -46.4% | +20.7% | -67.1% | -51.3% |
| 3Y | -9.2% | +64.3% | -73.5% | -22.9% |
| All | -9.2% | +70.6% | -79.8% | -22.9% |
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