+148.7%
VWO vs ACM
+230.8%
-82.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.1% | -3.7% | +4.8% | +2.6% |
| 30D | +2.4% | -11.1% | +13.5% | +6.6% |
| 3M | +2.0% | -8.0% | +10.0% | +4.3% |
| 6M | +10.7% | -29.7% | +40.3% | +25.7% |
| YTD | +14.4% | -29.4% | +43.8% | +28.7% |
| 1Y | +22.7% | -46.4% | +69.1% | +53.7% |
| 3Y | +64.2% | -22.3% | +86.6% | +72.7% |
| 5Y | +35.8% | +4.5% | +31.3% | +22.8% |
| 10Y | +114.7% | +127.6% | -12.9% | +22.9% |
| All | +148.7% | +230.8% | -82.1% | -5.8% |
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