+677.8%
VZ vs ACGL
+4,429.2%
-3,751.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +7.9% | -1.0% | +8.9% | +8.1% |
| 3M | +13.6% | +11.0% | +2.6% | +11.6% |
| 6M | +1.1% | -0.3% | +1.4% | +1.1% |
| YTD | +29.3% | +2.3% | +27.0% | +28.6% |
| 1Y | +21.2% | +6.4% | +14.9% | +19.7% |
| 3Y | +75.9% | +34.0% | +41.9% | +65.5% |
| 5Y | +24.1% | +161.6% | -137.6% | +2.9% |
| 10Y | +62.4% | +278.6% | -216.2% | +23.4% |
| All | +677.8% | +4,429.2% | -3,751.4% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling