+78.6%
VNQ vs ACGL
+322.9%
-244.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | +5.8% | +12.8% | -7.0% | +0.6% |
| 3M | 0.0% | +12.3% | -12.3% | -4.9% |
| 6M | +1.5% | +15.8% | -14.3% | -4.9% |
| YTD | +12.1% | +13.9% | -1.8% | +5.4% |
| 1Y | +10.6% | +19.0% | -8.4% | +2.0% |
| 3Y | +43.5% | +33.7% | +9.9% | +22.4% |
| 5Y | +6.8% | +173.4% | -166.6% | -37.9% |
| All | +78.6% | +322.9% | -244.3% | -16.2% |
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