+135.8%
ACM vs VO
+206.8%
-71.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +2.2% |
| 7D | +6.9% | -0.1% | +7.0% | +7.1% |
| 30D | +19.1% | +0.5% | +18.6% | +18.4% |
| 3M | -6.9% | -1.0% | -5.9% | -5.9% |
| 6M | -12.0% | +6.4% | -18.5% | -17.9% |
| YTD | -25.1% | +13.6% | -38.7% | -34.8% |
| 1Y | -45.4% | +14.5% | -59.9% | -53.0% |
| 3Y | -6.9% | +67.2% | -74.1% | -47.6% |
| 5Y | +3.7% | +36.1% | -32.3% | -26.6% |
| 10Y | +135.8% | +199.3% | -63.5% | -48.4% |
| All | +135.8% | +206.8% | -71.0% | -48.4% |
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