+1.8%
ACM vs VSXY
+19.3%
-17.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.7% |
| 7D | -3.7% | -10.7% | +7.0% | -2.5% |
| 30D | -12.7% | -24.3% | +11.6% | -9.9% |
| 3M | -9.8% | +1.0% | -10.8% | -10.1% |
| 6M | -31.4% | +57.4% | -88.8% | -36.1% |
| YTD | -32.1% | +39.8% | -71.9% | -36.0% |
| 1Y | -47.8% | +196.5% | -244.3% | -55.8% |
| 3Y | -22.1% | +357.2% | -379.3% | -42.8% |
| 5Y | +1.8% | +18.9% | -17.1% | -4.1% |
| All | +1.8% | +19.3% | -17.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling