+50.0%
VG vs ACM
-48.7%
+98.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -22.0% | +5.4% | -27.4% | -21.3% |
| 30D | -11.6% | +15.1% | -26.8% | -9.7% |
| 3M | -14.9% | -10.5% | -4.4% | -15.3% |
| 6M | -3.5% | -19.7% | +16.2% | -1.7% |
| YTD | +70.0% | -28.8% | +98.8% | +80.5% |
| 1Y | +50.0% | -47.9% | +97.9% | +81.8% |
| All | +50.0% | -48.7% | +98.7% | +81.8% |
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