+66.1%
AA vs VMC
+38.1%
+28.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -6.7% | +15.8% | -22.5% | -13.4% |
| 3M | -16.3% | +0.6% | -16.9% | -16.7% |
| 6M | -37.1% | -4.0% | -33.1% | -36.3% |
| YTD | -25.0% | -0.3% | -24.7% | -27.0% |
| 1Y | +8.6% | -0.5% | +9.1% | +6.0% |
| All | +66.1% | +38.1% | +28.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling