+5.2%
VUG vs ACM
-46.6%
+51.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | -3.0% | +9.5% | -12.5% | -3.9% |
| 30D | -6.4% | +14.7% | -21.2% | -7.8% |
| 3M | -3.2% | -9.5% | +6.3% | -2.1% |
| 6M | +3.1% | -18.0% | +21.2% | +5.7% |
| YTD | +6.3% | -27.3% | +33.6% | +10.5% |
| 1Y | +5.2% | -47.0% | +52.2% | +11.3% |
| All | +5.2% | -46.6% | +51.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling