+86.8%
ACN vs VCLT
+17.0%
+69.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -7.9% | -1.3% | -6.6% | -7.4% |
| 30D | -1.1% | -1.1% | +0.1% | -0.6% |
| 3M | +5.6% | -3.7% | +9.3% | +7.2% |
| 6M | -9.9% | -4.0% | -5.9% | -8.4% |
| YTD | -32.3% | -3.4% | -28.9% | -31.4% |
| 1Y | -25.3% | -4.1% | -21.2% | -24.1% |
| 3Y | -42.3% | +11.0% | -53.2% | -45.1% |
| 5Y | -43.5% | -17.0% | -26.5% | -40.6% |
| All | +86.8% | +17.0% | +69.8% | +85.4% |
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