+178.2%
VNQ vs ACM
+252.1%
-73.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +0.8% | +5.6% | -4.9% | -1.6% |
| 30D | +6.8% | +20.8% | -14.0% | -1.4% |
| 3M | -1.3% | +11.4% | -12.7% | -6.1% |
| 6M | +2.4% | +0.9% | +1.4% | +0.4% |
| YTD | +12.1% | -24.8% | +36.9% | +22.7% |
| 1Y | +12.0% | -46.4% | +58.4% | +41.1% |
| 3Y | +44.8% | -9.2% | +54.0% | +42.3% |
| 5Y | +6.9% | +5.0% | +1.9% | -2.5% |
| 10Y | +82.9% | +130.6% | -47.7% | +7.8% |
| All | +178.2% | +252.1% | -73.9% | +14.8% |
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