+12.8%
VG vs ACM
-45.8%
+58.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +1.4% |
| 30D | +16.0% | -11.1% | +27.1% | +15.4% |
| 3M | +9.7% | -8.0% | +17.7% | +10.2% |
| 6M | +29.6% | -29.7% | +59.2% | +38.4% |
| YTD | +112.0% | -29.4% | +141.4% | +124.5% |
| 1Y | +12.8% | -46.4% | +59.2% | +37.2% |
| All | +12.8% | -45.8% | +58.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling