+35.2%
VWO vs ACGL
+152.7%
-117.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +0.9% | -2.2% | +3.1% | +1.1% |
| 3M | +4.3% | +6.3% | -2.1% | +3.4% |
| 6M | +10.5% | +0.5% | +10.0% | +10.2% |
| YTD | +13.4% | +0.2% | +13.2% | +12.9% |
| 1Y | +18.6% | +7.3% | +11.3% | +16.9% |
| 3Y | +65.8% | +30.8% | +35.0% | +55.9% |
| 5Y | +35.2% | +155.8% | -120.6% | +4.3% |
| All | +35.2% | +152.7% | -117.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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