+407.5%
VUG vs ACGL
+322.9%
+84.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.4% | -1.2% | +5.6% | +4.8% |
| 30D | -7.3% | +12.8% | -20.1% | -11.0% |
| 3M | -4.2% | +12.3% | -16.5% | -8.0% |
| 6M | -1.6% | +15.8% | -17.4% | -6.9% |
| YTD | +4.9% | +13.9% | -9.0% | -0.7% |
| 1Y | +3.8% | +19.0% | -15.2% | -3.2% |
| 3Y | +79.4% | +33.7% | +45.8% | +56.4% |
| 5Y | +63.9% | +173.4% | -109.5% | +5.1% |
| All | +407.5% | +322.9% | +84.6% | +173.8% |
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