+33.4%
VWO vs ACI
-44.6%
+77.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.5% |
| 7D | -1.7% | -7.1% | +5.3% | -1.5% |
| 30D | -0.3% | -4.5% | +4.2% | -0.1% |
| 3M | +4.0% | -22.3% | +26.2% | +4.8% |
| 6M | +8.1% | -28.4% | +36.5% | +9.3% |
| YTD | +11.6% | -29.5% | +41.1% | +12.9% |
| 1Y | +16.2% | -34.2% | +50.5% | +18.0% |
| 3Y | +63.3% | -45.7% | +108.9% | +67.6% |
| 5Y | +33.4% | -40.8% | +74.1% | +34.7% |
| All | +33.4% | -44.6% | +77.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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