+132.3%
AA vs VMC
+146.8%
-14.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | +0.1% |
| 7D | -0.6% | -5.3% | +4.7% | +2.7% |
| 30D | -1.6% | -12.3% | +10.7% | +6.7% |
| 3M | -29.8% | -10.3% | -19.5% | -25.6% |
| 6M | -16.6% | -8.6% | -8.1% | -13.5% |
| YTD | -4.0% | -11.9% | +7.8% | +1.1% |
| 1Y | +63.5% | -13.9% | +77.4% | +74.5% |
| 3Y | +86.8% | +18.2% | +68.6% | +59.5% |
| 5Y | +12.4% | +47.7% | -35.4% | -18.0% |
| 10Y | +132.3% | +152.5% | -20.2% | +22.7% |
| All | +132.3% | +146.8% | -14.4% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling