+626.5%
VZ vs ACGL
+5,005.0%
-4,378.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +5.6% | +6.4% | -0.7% | +4.5% |
| 30D | +1.9% | +16.6% | -14.8% | -0.9% |
| 3M | +0.8% | +11.6% | -10.8% | -1.2% |
| 6M | +0.6% | +17.5% | -16.8% | -2.2% |
| YTD | +20.8% | +15.3% | +5.5% | +17.6% |
| 1Y | +23.9% | +26.3% | -2.4% | +18.8% |
| 3Y | +55.7% | +35.9% | +19.8% | +46.2% |
| 5Y | +21.5% | +168.2% | -146.6% | +0.3% |
| 10Y | +68.5% | +352.0% | -283.5% | +24.2% |
| All | +626.5% | +5,005.0% | -4,378.4% | +322.7% |
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