+1,202.4%
VUG vs ACGL
+2,215.2%
-1,012.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | -7.0% | +12.4% | -19.4% | -11.4% |
| 3M | -3.7% | +11.1% | -14.8% | -8.0% |
| 6M | -1.6% | +16.3% | -18.0% | -8.4% |
| YTD | +5.1% | +13.8% | -8.7% | -1.8% |
| 1Y | +3.8% | +20.4% | -16.7% | -5.4% |
| 3Y | +79.9% | +33.6% | +46.3% | +52.2% |
| 5Y | +66.4% | +176.8% | -110.5% | -1.2% |
| 10Y | +405.3% | +324.6% | +80.7% | +127.4% |
| All | +1,202.4% | +2,215.2% | -1,012.8% | +181.0% |
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 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