+75.8%
VXUS vs ACM
-19.8%
+95.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +1.0% | -12.9% | +13.9% | +4.0% |
| 3M | +5.7% | -6.4% | +12.0% | +6.6% |
| 6M | +13.6% | -29.2% | +42.8% | +22.9% |
| YTD | +17.4% | -29.9% | +47.3% | +26.7% |
| 1Y | +25.1% | -47.3% | +72.3% | +46.1% |
| 3Y | +75.8% | -19.6% | +95.5% | +73.7% |
| All | +75.8% | -19.8% | +95.6% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling