+63.9%
VNQ vs ACGL
+270.1%
-206.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -0.9% | -2.1% | +1.3% | 0.0% |
| 30D | -2.2% | -2.2% | -0.1% | -1.4% |
| 3M | -1.9% | +6.3% | -8.3% | -4.6% |
| 6M | +3.2% | +0.5% | +2.7% | +2.6% |
| YTD | +9.4% | +0.2% | +9.2% | +8.6% |
| 1Y | +7.5% | +7.3% | +0.3% | +3.4% |
| 3Y | +31.1% | +30.8% | +0.2% | +11.8% |
| 5Y | +6.6% | +155.8% | -149.2% | -36.8% |
| 10Y | +63.9% | +276.3% | -212.4% | -20.3% |
| All | +63.9% | +270.1% | -206.2% | -20.3% |
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