-9.7%
ACM vs VSXY
+446.9%
-456.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.2% |
| 7D | +5.1% | -1.6% | +6.7% | +5.2% |
| 30D | +18.7% | +17.8% | +0.9% | +17.0% |
| 3M | +15.5% | +12.5% | +3.0% | +14.0% |
| 6M | +1.2% | +124.7% | -123.5% | -6.7% |
| YTD | -25.2% | +93.2% | -118.4% | -30.3% |
| 1Y | -46.3% | +195.6% | -241.9% | -52.1% |
| All | -9.7% | +446.9% | -456.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling