-36.8%
AA vs VMC
+0.9%
-37.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | +1.1% | -4.3% | +5.4% | +2.4% |
| 30D | -1.3% | +16.2% | -17.5% | -4.4% |
| 3M | -23.9% | -0.8% | -23.1% | -24.2% |
| 6M | -36.8% | +1.2% | -38.0% | -37.7% |
| All | -36.8% | +0.9% | -37.7% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling