-40.4%
ACN vs VMC
+55.0%
-95.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | -1.5% | -4.3% | +2.8% | 0.0% |
| 30D | +9.4% | -8.2% | +17.6% | +12.8% |
| 3M | +5.6% | -7.0% | +12.7% | +8.0% |
| 6M | -9.3% | -10.8% | +1.5% | -6.3% |
| YTD | -29.0% | -7.4% | -21.6% | -28.2% |
| 1Y | -24.7% | -9.5% | -15.2% | -23.3% |
| 3Y | -39.8% | +20.5% | -60.3% | -48.6% |
| All | -40.4% | +55.0% | -95.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling