-0.9%
ACM vs VO
+32.6%
-33.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.2% |
| 7D | +5.4% | -2.6% | +7.9% | +8.0% |
| 30D | +15.1% | -0.9% | +16.1% | +16.2% |
| 3M | -10.5% | -3.0% | -7.5% | -7.8% |
| 6M | -19.7% | +2.2% | -21.9% | -21.4% |
| YTD | -28.8% | +10.6% | -39.4% | -35.2% |
| 1Y | -47.9% | +12.5% | -60.4% | -53.3% |
| 3Y | -12.4% | +61.4% | -73.8% | -43.7% |
| All | -0.9% | +32.6% | -33.5% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling