+640.3%
VEEV vs ACGL
+453.8%
+186.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.8% |
| 7D | -0.6% | -0.7% | +0.2% | -0.4% |
| 30D | +28.8% | -1.0% | +29.8% | +29.1% |
| 3M | +54.0% | +11.0% | +43.0% | +49.5% |
| 6M | +46.0% | -0.3% | +46.3% | +45.8% |
| YTD | +23.2% | +2.3% | +21.0% | +21.9% |
| 1Y | +1.9% | +6.4% | -4.5% | -0.6% |
| 3Y | +27.0% | +34.0% | -6.9% | +13.3% |
| 5Y | -13.4% | +161.6% | -175.0% | -39.0% |
| 10Y | +575.2% | +278.6% | +296.6% | +283.4% |
| All | +640.3% | +453.8% | +186.5% | +227.5% |
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