+171.4%
VNQ vs ACM
+218.1%
-46.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.2% |
| 7D | -0.9% | -3.7% | +2.8% | +0.7% |
| 30D | -2.2% | -12.7% | +10.4% | +2.7% |
| 3M | -1.9% | -9.8% | +7.9% | +1.2% |
| 6M | +3.2% | -31.4% | +34.6% | +18.7% |
| YTD | +9.4% | -32.1% | +41.5% | +25.2% |
| 1Y | +7.5% | -47.8% | +55.3% | +36.7% |
| 3Y | +31.1% | -22.1% | +53.1% | +37.7% |
| 5Y | +6.6% | +1.8% | +4.8% | -1.8% |
| 10Y | +63.9% | +132.5% | -68.6% | -4.6% |
| All | +171.4% | +218.1% | -46.6% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling