+152.0%
VXUS vs ACM
+131.8%
+20.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +1.0% | -12.9% | +13.9% | +4.9% |
| 3M | +5.7% | -6.4% | +12.0% | +6.9% |
| 6M | +13.6% | -29.2% | +42.8% | +25.3% |
| YTD | +17.4% | -29.9% | +47.3% | +29.2% |
| 1Y | +25.1% | -47.3% | +72.3% | +50.5% |
| 3Y | +75.8% | -19.6% | +95.5% | +80.8% |
| 5Y | +55.4% | +5.5% | +49.9% | +44.1% |
| All | +152.0% | +131.8% | +20.2% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling