+173.7%
VEA vs ACGL
+1,197.7%
-1,024.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | +1.9% | -1.0% | +2.9% | +2.3% |
| 3M | +3.2% | +11.0% | -7.8% | -2.3% |
| 6M | +10.2% | -0.3% | +10.6% | +9.3% |
| YTD | +18.9% | +2.3% | +16.6% | +16.1% |
| 1Y | +29.3% | +6.4% | +23.0% | +23.5% |
| 3Y | +76.8% | +34.0% | +42.8% | +45.4% |
| 5Y | +61.2% | +161.6% | -100.4% | -9.3% |
| 10Y | +163.3% | +278.6% | -115.3% | +7.6% |
| All | +173.7% | +1,197.7% | -1,024.0% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling