+90.5%
AA vs VMC
+22.8%
+67.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.4% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | +3.3% | -9.1% | +12.4% | +8.4% |
| 3M | -29.4% | -4.1% | -25.3% | -28.6% |
| 6M | -12.8% | -5.5% | -7.3% | -11.8% |
| YTD | -2.1% | -8.9% | +6.8% | -0.2% |
| 1Y | +62.8% | -12.9% | +75.7% | +70.5% |
| 3Y | +90.5% | +22.1% | +68.3% | +54.5% |
| All | +90.5% | +22.8% | +67.7% | +54.5% |
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