+165.9%
VUG vs ACI
+34.0%
+132.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -8.9% | +9.5% | -18.4% | -9.3% |
| 3M | -5.9% | +10.1% | -16.0% | -6.5% |
| 6M | -3.3% | -15.4% | +12.1% | -2.6% |
| YTD | +3.4% | -19.5% | +23.0% | +4.3% |
| 1Y | +1.9% | -21.0% | +22.9% | +2.9% |
| 3Y | +76.9% | -31.2% | +108.1% | +79.8% |
| 5Y | +63.9% | -40.6% | +104.5% | +66.6% |
| All | +165.9% | +34.0% | +132.0% | +146.6% |
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