+129.7%
ACM vs VO
+192.5%
-62.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -1.0% |
| 30D | -12.9% | -1.1% | -11.9% | -12.0% |
| 3M | -6.4% | +4.5% | -10.9% | -11.0% |
| 6M | -29.2% | +11.1% | -40.3% | -37.1% |
| YTD | -29.9% | +13.5% | -43.5% | -39.1% |
| 1Y | -47.3% | +14.5% | -61.8% | -54.6% |
| 3Y | -19.6% | +58.1% | -77.7% | -52.0% |
| 5Y | +5.5% | +43.3% | -37.8% | -30.0% |
| 10Y | +129.7% | +193.2% | -63.5% | -43.1% |
| All | +129.7% | +192.5% | -62.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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