+405.3%
VUG vs ACGL
+329.5%
+75.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | -7.0% | +12.4% | -19.4% | -10.5% |
| 3M | -3.7% | +11.1% | -14.8% | -7.2% |
| 6M | -1.6% | +16.3% | -18.0% | -7.1% |
| YTD | +5.1% | +13.8% | -8.7% | -0.4% |
| 1Y | +3.8% | +20.4% | -16.7% | -3.7% |
| 3Y | +79.9% | +33.6% | +46.3% | +56.9% |
| 5Y | +66.4% | +176.8% | -110.5% | +6.1% |
| 10Y | +405.3% | +324.6% | +80.7% | +171.5% |
| All | +405.3% | +329.5% | +75.8% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling