+113.0%
VWO vs ACM
+134.0%
-21.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.8% | -4.6% | +2.8% | -0.4% |
| 30D | -0.1% | +4.1% | -4.2% | -1.5% |
| 3M | +2.2% | -8.3% | +10.5% | +4.0% |
| 6M | +8.8% | -30.1% | +38.8% | +19.7% |
| YTD | +12.4% | -32.6% | +45.0% | +24.4% |
| 1Y | +15.6% | -49.6% | +65.2% | +39.5% |
| 3Y | +62.5% | -23.0% | +85.6% | +69.1% |
| 5Y | +34.3% | +2.0% | +32.3% | +25.9% |
| All | +113.0% | +134.0% | -21.0% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling