-15.9%
ACN vs VMC
+35.0%
-50.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -3.8% | -1.3% | -2.6% | -3.6% |
| 30D | +16.5% | +15.5% | +1.1% | +13.3% |
| 3M | +41.5% | +0.6% | +40.9% | +40.9% |
| 6M | +60.1% | +2.1% | +58.0% | +58.7% |
| YTD | -3.9% | -1.6% | -2.4% | -4.6% |
| 1Y | +4.1% | -1.2% | +5.3% | +3.2% |
| 3Y | -15.9% | +35.3% | -51.2% | -23.2% |
| All | -15.9% | +35.0% | -50.8% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling