+1,155.8%
VUG vs ACGL
+2,175.1%
-1,019.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.1% |
| 7D | -3.4% | +0.9% | -4.3% | -3.8% |
| 30D | -11.1% | +13.7% | -24.8% | -15.8% |
| 3M | -7.2% | +8.0% | -15.3% | -10.5% |
| 6M | -4.1% | +13.3% | -17.4% | -9.8% |
| YTD | +1.4% | +11.8% | -10.5% | -4.7% |
| 1Y | +1.9% | +22.2% | -20.3% | -7.7% |
| 3Y | +77.7% | +32.5% | +45.3% | +50.8% |
| 5Y | +57.6% | +160.2% | -102.6% | -3.8% |
| 10Y | +398.6% | +338.5% | +60.0% | +120.4% |
| All | +1,155.8% | +2,175.1% | -1,019.3% | +172.9% |
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