+152.3%
ACN vs VCLT
+21.5%
+130.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | -2.3% | -1.6% | -2.9% |
| 30D | +16.5% | +0.8% | +15.8% | +16.2% |
| 3M | +41.5% | -2.7% | +44.1% | +43.2% |
| 6M | +60.1% | -4.3% | +64.4% | +63.0% |
| YTD | -3.9% | -4.3% | +0.4% | -2.1% |
| 1Y | +4.1% | -4.4% | +8.5% | +6.1% |
| 3Y | -15.9% | +13.8% | -29.6% | -20.7% |
| 5Y | -26.3% | -17.0% | -9.4% | -22.7% |
| All | +152.3% | +21.5% | +130.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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