+139.8%
VMC vs ACGL
+332.3%
-192.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +18.3% | +13.1% | +5.2% | +12.4% |
| 3M | +1.9% | +9.8% | -7.9% | -2.2% |
| 6M | +2.4% | +15.3% | -12.9% | -4.0% |
| YTD | +2.1% | +12.7% | -10.7% | -3.9% |
| 1Y | +1.5% | +20.7% | -19.2% | -7.3% |
| 3Y | +41.5% | +34.3% | +7.2% | +19.7% |
| 5Y | +46.4% | +170.6% | -124.2% | -13.4% |
| 10Y | +139.8% | +330.6% | -190.8% | -0.8% |
| All | +139.8% | +332.3% | -192.5% | -0.8% |
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