+717.4%
VEEV vs ACGL
+505.6%
+211.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.2% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | +7.5% | +13.7% | -6.2% | +3.6% |
| 3M | +39.5% | +8.0% | +31.4% | +36.2% |
| 6M | +81.5% | +13.3% | +68.2% | +74.9% |
| YTD | +36.1% | +11.8% | +24.2% | +31.1% |
| 1Y | +4.3% | +22.2% | -17.9% | -2.1% |
| 3Y | +54.8% | +32.5% | +22.4% | +39.3% |
| 5Y | -4.7% | +160.2% | -164.9% | -32.6% |
| 10Y | +709.1% | +338.5% | +370.6% | +338.7% |
| All | +717.4% | +505.6% | +211.8% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling