+183.8%
VXUS vs ACM
+137.1%
+46.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | -3.7% | +4.8% | +2.3% |
| 30D | +2.2% | -11.1% | +13.3% | +5.6% |
| 3M | +3.0% | -8.0% | +10.9% | +4.9% |
| 6M | +10.7% | -29.7% | +40.3% | +22.8% |
| YTD | +17.8% | -29.4% | +47.2% | +29.8% |
| 1Y | +27.6% | -46.4% | +74.0% | +53.6% |
| 3Y | +73.3% | -22.3% | +95.7% | +81.0% |
| 5Y | +54.3% | +4.5% | +49.9% | +43.6% |
| 10Y | +149.8% | +127.6% | +22.2% | +66.0% |
| All | +183.8% | +137.1% | +46.7% | +70.9% |
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 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