+291.9%
AA vs VMC
+3,246.6%
-2,954.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -0.7% | -4.3% | +3.6% | +1.7% |
| 30D | +5.0% | -8.2% | +13.2% | +10.1% |
| 3M | -35.8% | -7.0% | -28.8% | -33.8% |
| 6M | -18.4% | -10.8% | -7.6% | -14.3% |
| YTD | -5.5% | -7.4% | +1.9% | -3.4% |
| 1Y | +61.0% | -9.5% | +70.4% | +66.4% |
| 3Y | +66.2% | +20.5% | +45.7% | +45.0% |
| 5Y | +11.4% | +51.6% | -40.2% | -14.8% |
| 10Y | +116.9% | +150.0% | -33.2% | +22.3% |
| All | +291.9% | +3,246.6% | -2,954.7% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling