+24.2%
VMC vs ACGL
+34.2%
-10.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.3% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -8.2% | -1.0% | -7.2% | -8.1% |
| 3M | -7.0% | +11.0% | -18.1% | -9.0% |
| 6M | -10.8% | -0.3% | -10.4% | -10.8% |
| YTD | -7.4% | +2.3% | -9.7% | -8.1% |
| 1Y | -9.5% | +6.4% | -15.9% | -11.2% |
| All | +24.2% | +34.2% | -10.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling