+402.8%
VUG vs ACGL
+324.4%
+78.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +2.5% | +2.2% | +0.3% | +1.8% |
| 30D | -6.3% | +12.3% | -18.6% | -9.8% |
| 3M | -6.0% | +11.8% | -17.8% | -9.6% |
| 6M | -3.5% | +17.5% | -21.0% | -9.1% |
| YTD | +3.9% | +14.3% | -10.3% | -1.7% |
| 1Y | +5.1% | +18.2% | -13.1% | -1.7% |
| 3Y | +77.9% | +33.2% | +44.7% | +55.4% |
| 5Y | +62.4% | +174.3% | -111.9% | +4.0% |
| All | +402.8% | +324.4% | +78.5% | +171.0% |
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