+19.7%
ACM vs VSXY
+93.0%
-73.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +5.6% | -1.7% | +7.4% | +5.8% |
| 30D | +20.8% | +20.1% | +0.7% | +18.3% |
| 3M | +11.4% | +16.6% | -5.2% | +9.1% |
| 6M | +0.9% | +134.9% | -134.0% | -9.9% |
| YTD | -24.8% | +96.0% | -120.8% | -31.8% |
| 1Y | -46.4% | +203.8% | -250.2% | -54.2% |
| 3Y | -9.2% | +465.3% | -474.6% | -32.8% |
| 5Y | +5.0% | +106.3% | -101.3% | -12.8% |
| All | +19.7% | +93.0% | -73.3% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling