-100.0%
VIVK vs ACGL
+270.1%
-370.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.8% | -6.5% |
| 7D | -7.9% | -2.1% | -5.8% | -7.4% |
| 30D | -42.0% | -2.2% | -39.8% | -41.7% |
| 3M | -92.5% | +6.3% | -98.8% | -92.6% |
| 6M | -98.0% | +0.5% | -98.5% | -98.0% |
| YTD | -97.9% | +0.2% | -98.1% | -97.9% |
| 1Y | -100.0% | +7.3% | -107.2% | -100.0% |
| 3Y | -100.0% | +30.8% | -130.8% | -100.0% |
| 5Y | -100.0% | +155.8% | -255.8% | -100.0% |
| 10Y | -100.0% | +276.3% | -376.3% | -100.0% |
| All | -100.0% | +270.1% | -370.1% | -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