+160.5%
VEA vs ACGL
+324.4%
-163.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.6% |
| 30D | +0.2% | +12.3% | -12.1% | -3.4% |
| 3M | -5.3% | +11.8% | -17.2% | -8.7% |
| 6M | -0.9% | +17.5% | -18.4% | -6.4% |
| YTD | +12.2% | +14.3% | -2.1% | +6.5% |
| 1Y | +16.1% | +18.2% | -2.1% | +9.0% |
| 3Y | +73.0% | +33.2% | +39.8% | +52.4% |
| 5Y | +53.7% | +174.3% | -120.6% | +0.6% |
| All | +160.5% | +324.4% | -163.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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