+14.1%
VNQ vs ACM
-46.6%
+60.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.2% | +2.9% |
| 7D | +6.8% | +9.5% | -2.7% | +6.0% |
| 30D | +10.0% | +14.7% | -4.8% | +8.7% |
| 3M | 0.0% | -9.5% | +9.5% | +0.4% |
| 6M | +4.5% | -18.0% | +22.5% | +5.7% |
| YTD | +13.9% | -27.3% | +41.2% | +16.0% |
| 1Y | +14.1% | -47.0% | +61.1% | +18.3% |
| All | +14.1% | -46.6% | +60.6% | +18.3% |
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