+163.6%
VEA vs ACM
+124.8%
+38.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | +0.3% | -3.7% | +4.0% | +1.5% |
| 30D | +0.4% | -12.7% | +13.1% | +4.3% |
| 3M | +4.8% | -9.8% | +14.6% | +7.4% |
| 6M | +11.3% | -31.4% | +42.7% | +24.3% |
| YTD | +17.4% | -32.1% | +49.5% | +30.7% |
| 1Y | +26.2% | -47.8% | +74.0% | +53.0% |
| 3Y | +77.7% | -22.1% | +99.8% | +84.7% |
| 5Y | +60.9% | +1.8% | +59.1% | +50.8% |
| 10Y | +163.6% | +132.5% | +31.0% | +90.6% |
| All | +163.6% | +124.8% | +38.8% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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