+409.7%
VUG vs ACM
+128.0%
+281.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.9% | -0.3% | +1.1% | +1.0% |
| 30D | -1.4% | -12.9% | +11.5% | +3.0% |
| 3M | +2.3% | -6.4% | +8.7% | +3.8% |
| 6M | +15.7% | -29.2% | +44.9% | +29.4% |
| YTD | +8.6% | -29.9% | +38.6% | +21.1% |
| 1Y | +14.1% | -47.3% | +61.3% | +40.8% |
| 3Y | +87.9% | -19.6% | +107.5% | +95.1% |
| 5Y | +76.3% | +5.5% | +70.8% | +65.2% |
| 10Y | +409.7% | +129.7% | +280.0% | +263.3% |
| All | +409.7% | +128.0% | +281.7% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling