+65.5%
VZ vs ACGL
+332.3%
-266.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +10.6% | +13.1% | -2.5% | +7.5% |
| 3M | -0.6% | +9.8% | -10.4% | -2.7% |
| 6M | +0.7% | +15.3% | -14.5% | -2.5% |
| YTD | +20.6% | +12.7% | +7.9% | +17.1% |
| 1Y | +22.7% | +20.7% | +2.0% | +17.4% |
| 3Y | +57.2% | +34.3% | +22.9% | +45.2% |
| 5Y | +21.4% | +170.6% | -149.2% | -6.8% |
| 10Y | +65.5% | +330.6% | -265.1% | +25.3% |
| All | +65.5% | +332.3% | -266.8% | +25.3% |
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