+156.2%
ACM vs VT
+215.5%
-59.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +5.4% | -2.3% | +7.7% | +8.1% |
| 30D | +15.1% | -5.0% | +20.1% | +21.7% |
| 3M | -10.5% | -4.9% | -5.6% | -5.4% |
| 6M | -19.7% | -1.5% | -18.2% | -18.7% |
| YTD | -28.8% | +8.5% | -37.3% | -35.7% |
| 1Y | -47.9% | +11.4% | -59.2% | -54.3% |
| 3Y | -12.4% | +70.1% | -82.4% | -53.7% |
| 5Y | +0.6% | +53.7% | -53.2% | -40.0% |
| All | +156.2% | +215.5% | -59.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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