+180.4%
VUG vs ACI
+25.9%
+154.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -0.3% | +5.9% | -6.2% | -0.7% |
| 3M | -0.7% | -19.8% | +19.1% | +0.4% |
| 6M | +14.6% | -24.7% | +39.4% | +16.2% |
| YTD | +9.0% | -24.4% | +33.4% | +10.4% |
| 1Y | +14.9% | -31.5% | +46.4% | +17.2% |
| 3Y | +86.0% | -38.7% | +124.7% | +90.8% |
| 5Y | +76.7% | -42.8% | +119.5% | +80.0% |
| All | +180.4% | +25.9% | +154.5% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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