+62.5%
VUG vs ACM
+1.1%
+61.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.5% | +5.6% | -3.1% | +0.3% |
| 30D | -6.3% | +20.8% | -27.1% | -13.0% |
| 3M | -6.0% | +11.4% | -17.4% | -10.4% |
| 6M | -3.5% | +0.9% | -4.5% | -5.2% |
| YTD | +3.9% | -24.8% | +28.7% | +14.9% |
| 1Y | +5.1% | -46.4% | +51.5% | +37.7% |
| 3Y | +77.9% | -9.2% | +87.1% | +68.0% |
| All | +62.5% | +1.1% | +61.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling