-29.7%
ACM vs VLTO
+1.3%
-31.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | -3.7% | -2.3% | -1.5% | -2.5% |
| 30D | -11.1% | -0.9% | -10.2% | -10.6% |
| 3M | -8.0% | +13.8% | -21.8% | -13.1% |
| 6M | -29.7% | +2.0% | -31.7% | -30.7% |
| All | -29.7% | +1.3% | -31.0% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling