+117.2%
VEA vs ACI
+32.8%
+84.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.3% | +2.3% | 0.0% | +2.1% |
| 30D | +0.2% | +1.2% | -1.0% | +0.1% |
| 3M | -5.3% | +6.8% | -12.1% | -5.8% |
| 6M | -0.9% | -18.7% | +17.8% | +0.1% |
| YTD | +12.2% | -20.2% | +32.4% | +13.3% |
| 1Y | +16.1% | -23.7% | +39.8% | +17.7% |
| 3Y | +73.0% | -31.6% | +104.6% | +76.4% |
| 5Y | +53.7% | -42.8% | +96.5% | +56.9% |
| All | +117.2% | +32.8% | +84.4% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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