+669.1%
VEEV vs ACGL
+332.3%
+336.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.2% | -1.1% | +0.9% | +0.1% |
| 30D | +3.5% | +13.1% | -9.7% | -0.1% |
| 3M | +32.9% | +9.8% | +23.2% | +29.3% |
| 6M | +84.2% | +15.3% | +68.9% | +76.8% |
| YTD | +37.3% | +12.7% | +24.5% | +32.1% |
| 1Y | +3.9% | +20.7% | -16.8% | -1.9% |
| 3Y | +83.9% | +34.3% | +49.6% | +65.2% |
| 5Y | -4.3% | +170.6% | -174.9% | -32.7% |
| 10Y | +669.1% | +330.6% | +338.5% | +303.6% |
| All | +669.1% | +332.3% | +336.7% | +303.6% |
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