+387.8%
VUG vs ACGL
+337.7%
+50.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -11.1% | +13.7% | -24.8% | -14.8% |
| 3M | -7.2% | +8.0% | -15.3% | -9.8% |
| 6M | -4.1% | +13.3% | -17.4% | -8.7% |
| YTD | +1.4% | +11.8% | -10.5% | -3.4% |
| 1Y | +1.9% | +22.2% | -20.3% | -5.9% |
| 3Y | +77.7% | +32.5% | +45.3% | +55.3% |
| 5Y | +57.6% | +160.2% | -102.6% | +2.9% |
| All | +387.8% | +337.7% | +50.1% | +167.4% |
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