+218.1%
AA vs VMC
+3,476.8%
-3,258.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.6% |
| 7D | +5.3% | -1.7% | +7.0% | +6.3% |
| 30D | -2.3% | +15.3% | -17.5% | -9.9% |
| 3M | -20.8% | +0.3% | -21.1% | -21.3% |
| 6M | -39.8% | +0.9% | -40.7% | -40.9% |
| YTD | -23.3% | -1.0% | -22.3% | -24.7% |
| 1Y | +1.8% | -4.3% | +6.2% | +2.0% |
| 3Y | +69.5% | +35.3% | +34.2% | +38.3% |
| 5Y | -18.0% | +44.4% | -62.4% | -35.7% |
| 10Y | +45.7% | +128.0% | -82.3% | -14.0% |
| All | +218.1% | +3,476.8% | -3,258.8% | -42.6% |
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