-14.5%
ACM vs VLTO
+54.1%
-68.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +5.1% | +12.0% | -6.9% | -0.2% |
| 30D | +11.5% | +20.8% | -9.4% | +2.2% |
| 3M | -10.5% | +20.1% | -30.6% | -17.6% |
| 6M | -20.4% | +32.6% | -53.0% | -29.9% |
| YTD | -28.9% | +17.3% | -46.2% | -34.2% |
| 1Y | -48.7% | +17.3% | -66.0% | -52.6% |
| 3Y | -12.5% | +66.9% | -79.4% | -27.8% |
| All | -14.5% | +54.1% | -68.7% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling