+50.6%
ACP vs VT
+215.5%
-164.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.0% |
| 7D | +0.9% | -2.3% | +3.3% | +2.4% |
| 30D | -0.1% | -5.0% | +4.9% | +3.2% |
| 3M | -11.3% | -4.9% | -6.4% | -8.5% |
| 6M | -12.8% | -1.5% | -11.3% | -12.2% |
| YTD | -8.2% | +8.5% | -16.7% | -13.6% |
| 1Y | -7.2% | +11.4% | -18.5% | -14.1% |
| 3Y | +18.3% | +70.1% | -51.8% | -19.4% |
| 5Y | -13.2% | +53.7% | -67.0% | -37.0% |
| All | +50.6% | +215.5% | -164.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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