+1,250.4%
VUG vs ACGL
+1,980.4%
-730.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -0.3% | -1.0% | +0.7% | 0.0% |
| 3M | -0.7% | +11.0% | -11.7% | -5.4% |
| 6M | +14.6% | -0.3% | +15.0% | +13.7% |
| YTD | +9.0% | +2.3% | +6.7% | +6.6% |
| 1Y | +14.9% | +6.4% | +8.5% | +10.1% |
| 3Y | +86.0% | +34.0% | +52.1% | +56.5% |
| 5Y | +76.7% | +161.6% | -84.9% | +7.1% |
| 10Y | +411.3% | +278.6% | +132.7% | +141.6% |
| All | +1,250.4% | +1,980.4% | -730.0% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling