-39.3%
VG vs ACM
-37.3%
-2.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +2.2% |
| 30D | +16.0% | -11.1% | +27.1% | +18.3% |
| 3M | +9.7% | -8.0% | +17.7% | +11.1% |
| 6M | +29.6% | -29.7% | +59.2% | +46.7% |
| YTD | +112.0% | -29.4% | +141.4% | +135.7% |
| 1Y | +12.8% | -46.4% | +59.2% | +53.3% |
| All | -39.3% | -37.3% | -2.1% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling