-51.4%
VG vs ACGL
+18.9%
-70.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -22.0% | +6.4% | -28.4% | -22.3% |
| 30D | -14.7% | +16.6% | -31.3% | -15.7% |
| 3M | -7.1% | +11.6% | -18.7% | -7.8% |
| 6M | -11.2% | +17.5% | -28.6% | -12.6% |
| YTD | +69.8% | +15.3% | +54.6% | +66.6% |
| 1Y | +49.9% | +26.3% | +23.6% | +42.7% |
| All | -51.4% | +18.9% | -70.3% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling