+6.6%
VNQ vs ACGL
+152.7%
-146.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -0.9% | -2.1% | +1.3% | -0.3% |
| 30D | -2.2% | -2.2% | -0.1% | -1.7% |
| 3M | -1.9% | +6.3% | -8.3% | -3.5% |
| 6M | +3.2% | +0.5% | +2.7% | +2.9% |
| YTD | +9.4% | +0.2% | +9.2% | +8.9% |
| 1Y | +7.5% | +7.3% | +0.3% | +5.1% |
| 3Y | +31.1% | +30.8% | +0.2% | +19.4% |
| 5Y | +6.6% | +155.8% | -149.2% | -25.2% |
| All | +6.6% | +152.7% | -146.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling