-100.0%
VIVK vs ACGL
+322.9%
-422.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.6% | -9.6% |
| 7D | -38.6% | -1.2% | -37.4% | -38.7% |
| 30D | -87.7% | +12.8% | -100.5% | -88.2% |
| 3M | -98.9% | +12.3% | -111.1% | -98.9% |
| 6M | -100.0% | +15.8% | -115.8% | -100.0% |
| YTD | -100.0% | +13.9% | -113.8% | -100.0% |
| 1Y | -100.0% | +19.0% | -119.0% | -100.0% |
| 3Y | -100.0% | +33.7% | -133.7% | -100.0% |
| 5Y | -100.0% | +173.4% | -273.4% | -100.0% |
| All | -100.0% | +322.9% | -422.9% | -100.0% |
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