+955.3%
VUG vs ACM
+230.8%
+724.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | -3.7% | +3.6% | +1.2% |
| 30D | -0.3% | -11.1% | +10.8% | +3.2% |
| 3M | -0.7% | -8.0% | +7.3% | +1.3% |
| 6M | +14.6% | -29.7% | +44.3% | +27.6% |
| YTD | +9.0% | -29.4% | +38.4% | +20.5% |
| 1Y | +14.9% | -46.4% | +61.3% | +39.1% |
| 3Y | +86.0% | -22.3% | +108.4% | +96.0% |
| 5Y | +76.7% | +4.5% | +72.2% | +67.4% |
| 10Y | +411.3% | +127.6% | +283.7% | +248.4% |
| All | +955.3% | +230.8% | +724.5% | +441.2% |
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