+134.8%
VXUS vs ACGL
+337.7%
-202.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | -1.8% | +0.9% | -2.6% | -2.0% |
| 30D | -4.6% | +13.7% | -18.3% | -8.1% |
| 3M | -6.1% | +8.0% | -14.1% | -8.4% |
| 6M | -4.9% | +13.3% | -18.2% | -8.9% |
| YTD | +8.1% | +11.8% | -3.8% | +3.5% |
| 1Y | +12.1% | +22.2% | -10.2% | +4.4% |
| 3Y | +63.9% | +32.5% | +31.4% | +45.3% |
| 5Y | +43.1% | +160.2% | -117.1% | -3.0% |
| All | +134.8% | +337.7% | -202.9% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling