+160.0%
VEA vs ACGL
+1,330.2%
-1,170.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | -0.7% | +13.1% | -13.8% | -6.1% |
| 3M | -3.9% | +9.8% | -13.7% | -8.2% |
| 6M | -0.6% | +15.3% | -15.8% | -7.8% |
| YTD | +12.9% | +12.7% | +0.2% | +5.3% |
| 1Y | +18.4% | +20.7% | -2.3% | +6.8% |
| 3Y | +75.3% | +34.3% | +41.0% | +45.0% |
| 5Y | +54.3% | +170.6% | -116.3% | -14.0% |
| 10Y | +158.0% | +330.6% | -172.5% | -1.2% |
| All | +160.0% | +1,330.2% | -1,170.3% | -59.2% |
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