+129.4%
ACM vs VT
+224.5%
-95.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +0.4% | -4.2% | -4.2% |
| 30D | -11.1% | +1.0% | -12.1% | -12.1% |
| 3M | -8.0% | +2.4% | -10.4% | -10.8% |
| 6M | -29.7% | +12.0% | -41.7% | -38.7% |
| YTD | -29.4% | +15.3% | -44.7% | -40.4% |
| 1Y | -46.4% | +22.6% | -69.0% | -57.9% |
| 3Y | -22.3% | +74.7% | -97.0% | -60.1% |
| 5Y | +4.5% | +66.1% | -61.7% | -42.9% |
| All | +129.4% | +224.5% | -95.0% | -48.2% |
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