+402.0%
VNQ vs ACGL
+2,638.6%
-2,236.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.0% | -1.4% | +0.3% | -0.2% |
| 30D | +6.2% | +12.4% | -6.2% | -1.2% |
| 3M | +1.5% | +11.1% | -9.6% | -5.1% |
| 6M | +2.1% | +16.3% | -14.2% | -7.6% |
| YTD | +12.8% | +13.8% | -1.1% | +2.8% |
| 1Y | +10.4% | +20.4% | -10.0% | -2.9% |
| 3Y | +44.4% | +33.6% | +10.8% | +13.3% |
| 5Y | +7.4% | +176.8% | -169.5% | -51.4% |
| 10Y | +84.0% | +324.6% | -240.6% | -47.2% |
| All | +402.0% | +2,638.6% | -2,236.6% | -61.6% |
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