+153.4%
VMC vs ACGL
+270.2%
-116.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.7% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | -8.2% | -1.0% | -7.2% | -7.9% |
| 3M | -7.0% | +11.0% | -18.1% | -11.3% |
| 6M | -10.8% | -0.3% | -10.4% | -11.1% |
| YTD | -7.4% | +2.3% | -9.7% | -9.1% |
| 1Y | -9.5% | +6.4% | -15.9% | -12.9% |
| 3Y | +20.5% | +34.0% | -13.5% | +1.4% |
| 5Y | +51.6% | +161.6% | -110.1% | -9.5% |
| All | +153.4% | +270.2% | -116.7% | +30.3% |
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