+300.1%
VIAV vs ACGL
+332.0%
-31.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.3% |
| 7D | +3.2% | +1.3% | +1.9% | +2.7% |
| 30D | -31.8% | +14.2% | -46.0% | -34.9% |
| 3M | -16.6% | +11.1% | -27.7% | -20.1% |
| 6M | -39.4% | +16.4% | -55.8% | -43.5% |
| YTD | +74.0% | +13.8% | +60.2% | +62.7% |
| 1Y | +70.8% | +21.6% | +49.2% | +55.7% |
| 3Y | +295.5% | +33.5% | +262.0% | +234.5% |
| 5Y | +103.3% | +174.8% | -71.5% | +17.6% |
| 10Y | +300.1% | +330.4% | -30.2% | +81.5% |
| All | +300.1% | +332.0% | -31.9% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling