-11.2%
VG vs ACM
-20.8%
+9.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -5.1% |
| 7D | -22.0% | +5.1% | -27.1% | -19.8% |
| 30D | -14.7% | +11.5% | -26.2% | -10.1% |
| 3M | -7.1% | -10.5% | +3.4% | -12.7% |
| 6M | -11.2% | -20.4% | +9.2% | -19.6% |
| All | -11.2% | -20.8% | +9.6% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling