+7.2%
VNQ vs ACI
-44.6%
+51.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.6% | -7.1% | +4.4% | -1.7% |
| 30D | -2.3% | -4.5% | +2.1% | -1.8% |
| 3M | -2.8% | -22.3% | +19.5% | +0.2% |
| 6M | +2.5% | -28.4% | +30.9% | +6.7% |
| YTD | +8.4% | -29.5% | +38.0% | +13.0% |
| 1Y | +6.8% | -34.2% | +41.0% | +12.4% |
| 3Y | +29.9% | -45.7% | +75.6% | +40.5% |
| 5Y | +7.2% | -40.8% | +48.0% | +12.4% |
| All | +7.2% | -44.6% | +51.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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