+159.8%
VXUS vs ACGL
+1,069.9%
-910.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -3.4% | +6.4% | -9.8% | -5.5% |
| 30D | -5.8% | +16.6% | -22.4% | -10.8% |
| 3M | -6.4% | +11.6% | -18.0% | -10.1% |
| 6M | -2.5% | +17.5% | -20.0% | -8.6% |
| YTD | +7.9% | +15.3% | -7.4% | +1.4% |
| 1Y | +11.5% | +26.3% | -14.8% | +1.3% |
| 3Y | +63.4% | +35.9% | +27.5% | +40.4% |
| 5Y | +42.9% | +168.2% | -125.3% | -10.3% |
| 10Y | +138.9% | +352.0% | -213.1% | +6.7% |
| All | +159.8% | +1,069.9% | -910.1% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling