+160.2%
VXUS vs ACM
+138.9%
+21.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | +5.4% | -7.1% | -3.4% |
| 30D | -4.6% | +15.1% | -19.7% | -8.9% |
| 3M | -6.1% | -10.5% | +4.4% | -3.4% |
| 6M | -4.9% | -19.7% | +14.8% | +0.9% |
| YTD | +8.1% | -28.8% | +36.9% | +18.5% |
| 1Y | +12.1% | -47.9% | +60.0% | +36.2% |
| 3Y | +63.9% | -12.4% | +76.2% | +64.1% |
| 5Y | +43.1% | +0.6% | +42.6% | +35.1% |
| 10Y | +139.2% | +161.3% | -22.0% | +51.3% |
| All | +160.2% | +138.9% | +21.3% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling