+128.6%
VWO vs ACM
+252.1%
-123.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | +2.0% | +5.6% | -3.7% | -0.3% |
| 30D | -4.3% | +20.8% | -25.1% | -11.4% |
| 3M | -6.4% | +11.4% | -17.8% | -10.9% |
| 6M | -5.6% | +0.9% | -6.6% | -7.5% |
| YTD | +5.2% | -24.8% | +30.0% | +15.0% |
| 1Y | +5.2% | -46.4% | +51.6% | +31.7% |
| 3Y | +55.5% | -9.2% | +64.7% | +53.0% |
| 5Y | +25.6% | +5.0% | +20.6% | +13.7% |
| 10Y | +110.8% | +130.6% | -19.8% | +21.0% |
| All | +128.6% | +252.1% | -123.5% | -15.8% |
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