+9.1%
VNQ vs ACM
-45.8%
+54.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.3% | -3.7% | +2.5% | -1.0% |
| 30D | -2.9% | -11.1% | +8.2% | -2.1% |
| 3M | +0.8% | -8.0% | +8.8% | +1.2% |
| 6M | +2.5% | -29.7% | +32.1% | +4.9% |
| YTD | +10.6% | -29.4% | +40.0% | +13.1% |
| 1Y | +9.1% | -46.4% | +55.5% | +13.3% |
| All | +9.1% | -45.8% | +54.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling