+88.5%
ACN vs VMC
+146.8%
-58.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.7% |
| 7D | -6.3% | -5.3% | -1.0% | -4.7% |
| 30D | -1.4% | -12.3% | +10.9% | +2.8% |
| 3M | +2.6% | -10.3% | +12.8% | +5.8% |
| 6M | -14.3% | -8.6% | -5.7% | -12.5% |
| YTD | -33.1% | -11.9% | -21.2% | -31.2% |
| 1Y | -28.8% | -13.9% | -14.9% | -26.4% |
| 3Y | -43.0% | +18.2% | -61.1% | -48.2% |
| 5Y | -44.0% | +47.7% | -91.8% | -53.3% |
| 10Y | +88.5% | +152.5% | -64.0% | +28.4% |
| All | +88.5% | +146.8% | -58.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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