+16.0%
AA vs VMC
+3.7%
+12.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +1.4% |
| 7D | +0.9% | +12.3% | -11.4% | -2.6% |
| 30D | -6.4% | +21.2% | -27.7% | -11.9% |
| 3M | -13.0% | +4.6% | -17.6% | -14.3% |
| 6M | -34.6% | +3.9% | -38.5% | -35.6% |
| YTD | -23.0% | +5.0% | -28.0% | -29.2% |
| 1Y | +16.0% | +2.6% | +13.4% | +9.2% |
| All | +16.0% | +3.7% | +12.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling