+152.3%
ACN vs VIG
+262.6%
-110.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.8% | +3.5% | -7.3% | -7.7% |
| 30D | +16.5% | +4.9% | +11.6% | +9.9% |
| 3M | +41.5% | +2.5% | +39.0% | +37.2% |
| 6M | +60.1% | +11.0% | +49.0% | +41.3% |
| YTD | -3.9% | +16.0% | -19.9% | -19.5% |
| 1Y | +4.1% | +17.5% | -13.5% | -14.2% |
| 3Y | -15.9% | +67.0% | -82.9% | -54.5% |
| 5Y | -26.3% | +64.8% | -91.1% | -59.0% |
| All | +152.3% | +262.6% | -110.3% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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