+65.9%
ACP vs VT
+353.5%
-287.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | -0.1% | -1.4% | +1.4% | +0.7% |
| 3M | -11.3% | -1.4% | -9.9% | -10.7% |
| 6M | -12.7% | +5.5% | -18.1% | -15.3% |
| YTD | -8.2% | +12.8% | -21.0% | -14.3% |
| 1Y | -7.5% | +15.4% | -22.9% | -14.8% |
| 3Y | +16.4% | +76.9% | -60.5% | -15.8% |
| 5Y | -13.4% | +60.4% | -73.8% | -34.5% |
| 10Y | +51.4% | +232.8% | -181.4% | -19.9% |
| All | +65.9% | +353.5% | -287.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling