+627.3%
VZ vs ACGL
+5,010.0%
-4,382.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.6% |
| 7D | +6.9% | +8.0% | -1.1% | +5.5% |
| 30D | +2.3% | +17.3% | -15.0% | -0.6% |
| 3M | 0.0% | +11.2% | -11.2% | -1.9% |
| 6M | +0.2% | +18.2% | -17.9% | -2.7% |
| YTD | +20.9% | +15.4% | +5.5% | +17.7% |
| 1Y | +25.2% | +26.5% | -1.3% | +20.0% |
| 3Y | +55.9% | +36.1% | +19.8% | +46.3% |
| 5Y | +22.6% | +175.9% | -153.4% | +0.7% |
| 10Y | +68.6% | +352.4% | -283.8% | +24.3% |
| All | +627.3% | +5,010.0% | -4,382.7% | +323.1% |
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