+73.3%
VZ vs ACGL
+322.9%
-249.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | +6.9% | +12.8% | -5.9% | +4.0% |
| 3M | +0.6% | +12.3% | -11.7% | -2.1% |
| 6M | +0.3% | +15.8% | -15.5% | -3.1% |
| YTD | +21.9% | +13.9% | +8.0% | +18.1% |
| 1Y | +21.7% | +19.0% | +2.7% | +16.7% |
| 3Y | +58.5% | +33.7% | +24.8% | +46.5% |
| 5Y | +22.4% | +173.4% | -151.0% | -6.2% |
| All | +73.3% | +322.9% | -249.6% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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