+2,438.4%
VMC vs ACGL
+4,943.5%
-2,505.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | +15.3% | +12.8% | +2.5% | +11.1% |
| 3M | +0.3% | +12.3% | -12.0% | -3.3% |
| 6M | +0.9% | +15.8% | -15.0% | -3.9% |
| YTD | -1.0% | +13.9% | -14.9% | -5.5% |
| 1Y | -4.3% | +19.0% | -23.4% | -10.0% |
| 3Y | +35.3% | +33.7% | +1.7% | +20.9% |
| 5Y | +44.4% | +173.4% | -129.0% | +2.1% |
| 10Y | +128.0% | +324.9% | -196.8% | +38.7% |
| All | +2,438.4% | +4,943.5% | -2,505.2% | +938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling