+158.3%
VEA vs ACM
+196.5%
-38.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +2.3% | +5.6% | -3.4% | +0.3% |
| 30D | +0.2% | +20.8% | -20.6% | -6.5% |
| 3M | -5.3% | +11.4% | -16.8% | -9.4% |
| 6M | -0.9% | +0.9% | -1.9% | -2.6% |
| YTD | +12.2% | -24.8% | +37.0% | +21.6% |
| 1Y | +16.1% | -46.4% | +62.5% | +42.0% |
| 3Y | +73.0% | -9.2% | +82.2% | +71.2% |
| 5Y | +53.7% | +5.0% | +48.7% | +42.3% |
| 10Y | +159.3% | +130.6% | +28.7% | +65.2% |
| All | +158.3% | +196.5% | -38.2% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling