+546.5%
VEEV vs ACGL
+270.1%
+276.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -7.1% | -2.1% | -5.0% | -6.5% |
| 30D | +11.1% | -2.2% | +13.3% | +11.7% |
| 3M | +55.5% | +6.3% | +49.2% | +53.0% |
| 6M | +33.4% | +0.5% | +32.8% | +33.0% |
| YTD | +16.8% | +0.2% | +16.6% | +16.3% |
| 1Y | -7.7% | +7.3% | -15.0% | -10.1% |
| 3Y | +18.4% | +30.8% | -12.4% | +6.5% |
| 5Y | -14.8% | +155.8% | -170.6% | -39.3% |
| 10Y | +546.5% | +276.3% | +270.2% | +255.4% |
| All | +546.5% | +270.1% | +276.4% | +255.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling