+150.1%
VXUS vs ACM
+124.8%
+25.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +1.4% |
| 30D | +0.7% | -12.7% | +13.3% | +4.4% |
| 3M | +4.8% | -9.8% | +14.5% | +7.2% |
| 6M | +11.3% | -31.4% | +42.7% | +24.0% |
| YTD | +16.5% | -32.1% | +48.6% | +29.4% |
| 1Y | +24.3% | -47.8% | +72.1% | +49.9% |
| 3Y | +74.5% | -22.1% | +96.6% | +81.2% |
| 5Y | +54.3% | +1.8% | +52.5% | +44.7% |
| 10Y | +150.1% | +132.5% | +17.6% | +81.9% |
| All | +150.1% | +124.8% | +25.3% | +81.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling