+10.4%
AA vs VMC
-2.2%
+12.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | +1.1% | -4.3% | +5.4% | +2.6% |
| 30D | -1.3% | +16.2% | -17.5% | -5.7% |
| 3M | -23.9% | -0.8% | -23.1% | -23.8% |
| 6M | -36.8% | +1.2% | -38.0% | -37.2% |
| YTD | -22.2% | +0.5% | -22.6% | -28.3% |
| 1Y | +10.4% | -2.9% | +13.3% | +6.0% |
| All | +10.4% | -2.2% | +12.6% | +6.0% |
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