+152.6%
VEA vs ACGL
+1,319.1%
-1,166.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.9% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | -3.4% | +13.7% | -17.1% | -8.9% |
| 3M | -5.6% | +8.0% | -13.7% | -9.2% |
| 6M | -3.4% | +13.3% | -16.7% | -9.7% |
| YTD | +9.7% | +11.8% | -2.1% | +2.6% |
| 1Y | +15.4% | +22.2% | -6.9% | +3.4% |
| 3Y | +68.5% | +32.5% | +36.0% | +40.3% |
| 5Y | +49.6% | +160.2% | -110.5% | -14.9% |
| 10Y | +154.3% | +338.5% | -184.2% | -4.0% |
| All | +152.6% | +1,319.1% | -1,166.5% | -60.3% |
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