+152.3%
ACN vs VUG
+398.3%
-245.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -3.8% | +2.5% | -6.3% | -5.8% |
| 30D | +16.5% | -6.3% | +22.8% | +21.5% |
| 3M | +41.5% | -6.0% | +47.5% | +46.9% |
| 6M | +60.1% | -3.5% | +63.6% | +60.9% |
| YTD | -3.9% | +3.9% | -7.9% | -9.6% |
| 1Y | +4.1% | +5.1% | -1.0% | -3.1% |
| 3Y | -15.9% | +77.9% | -93.7% | -52.0% |
| 5Y | -26.3% | +62.4% | -88.7% | -54.8% |
| All | +152.3% | +398.3% | -245.9% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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