+1,431.0%
VICR vs ACM
+131.7%
+1,299.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.1% |
| 7D | -0.4% | -5.9% | +5.5% | +3.4% |
| 30D | -15.6% | -6.2% | -9.4% | -13.8% |
| 3M | -35.4% | -7.9% | -27.5% | -34.6% |
| 6M | +1.3% | -30.6% | +31.9% | +23.5% |
| YTD | +62.5% | -33.3% | +95.7% | +100.8% |
| 1Y | +255.5% | -49.2% | +304.7% | +420.5% |
| 3Y | +182.0% | -23.5% | +205.4% | +216.4% |
| 5Y | +42.9% | +0.9% | +42.0% | +36.5% |
| All | +1,431.0% | +131.7% | +1,299.3% | +760.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling