+85.9%
ACP vs VT
+363.5%
-277.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | +0.4% | -3.8% | -3.6% |
| 30D | +0.1% | +1.0% | -0.8% | -0.4% |
| 3M | -1.0% | +2.4% | -3.4% | -2.4% |
| 6M | -2.1% | +12.0% | -14.1% | -8.2% |
| YTD | +2.9% | +15.3% | -12.5% | -5.1% |
| 1Y | 0.0% | +22.6% | -22.6% | -10.9% |
| 3Y | +18.7% | +74.7% | -56.0% | -13.6% |
| 5Y | -1.6% | +66.1% | -67.7% | -27.0% |
| 10Y | +64.9% | +225.0% | -160.1% | -12.4% |
| All | +85.9% | +363.5% | -277.6% | -12.8% |
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