+88.5%
ACN vs VUG
+410.7%
-322.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -1.4% | -1.7% | +0.3% | 0.0% |
| 3M | +2.6% | +2.8% | -0.3% | -0.8% |
| 6M | -14.3% | +13.6% | -27.9% | -24.0% |
| YTD | -33.1% | +8.1% | -41.2% | -38.2% |
| 1Y | -28.8% | +13.1% | -41.9% | -36.8% |
| 3Y | -43.0% | +87.0% | -129.9% | -68.3% |
| 5Y | -44.0% | +76.0% | -120.0% | -67.5% |
| 10Y | +88.5% | +420.5% | -332.0% | -60.3% |
| All | +88.5% | +410.7% | -322.1% | -60.3% |
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