+329.3%
VWO vs ACGL
+2,150.3%
-1,821.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +2.4% | -1.0% | +3.4% | +2.8% |
| 3M | +2.0% | +11.0% | -9.1% | -3.8% |
| 6M | +10.7% | -0.3% | +11.0% | +9.6% |
| YTD | +14.4% | +2.3% | +12.1% | +11.4% |
| 1Y | +22.7% | +6.4% | +16.3% | +16.6% |
| 3Y | +64.2% | +34.0% | +30.2% | +32.4% |
| 5Y | +35.8% | +161.6% | -125.9% | -28.3% |
| 10Y | +114.7% | +278.6% | -163.9% | -23.1% |
| All | +329.3% | +2,150.3% | -1,821.0% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling