+2,361.1%
ACN vs VMC
+673.3%
+1,687.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -4.0% | -4.3% | +0.3% | -2.7% |
| 30D | +19.0% | +16.2% | +2.8% | +13.3% |
| 3M | +42.2% | -0.8% | +43.0% | +42.4% |
| 6M | +50.1% | +1.2% | +49.0% | +48.7% |
| YTD | -2.7% | +0.5% | -3.2% | -4.2% |
| 1Y | +7.6% | -2.9% | +10.5% | +7.1% |
| 3Y | -15.9% | +37.3% | -53.2% | -26.6% |
| 5Y | -24.4% | +48.8% | -73.2% | -36.0% |
| 10Y | +151.4% | +131.4% | +20.0% | +73.6% |
| All | +2,361.1% | +673.3% | +1,687.9% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling