+881.4%
VUG vs ACM
+233.3%
+648.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +5.4% | -8.8% | -5.1% |
| 30D | -11.1% | +15.1% | -26.2% | -15.3% |
| 3M | -7.2% | -10.5% | +3.2% | -4.4% |
| 6M | -4.1% | -19.7% | +15.6% | +1.8% |
| YTD | +1.4% | -28.8% | +30.2% | +11.5% |
| 1Y | +1.9% | -47.9% | +49.8% | +24.4% |
| 3Y | +77.7% | -12.4% | +90.1% | +79.3% |
| 5Y | +57.6% | +0.6% | +57.0% | +51.2% |
| 10Y | +398.6% | +161.3% | +237.3% | +224.0% |
| All | +881.4% | +233.3% | +648.0% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling