+98.1%
AGG vs VMC
+775.6%
-677.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | -0.5% | +0.7% | +0.1% |
| 30D | -0.4% | -9.1% | +8.7% | -0.4% |
| 3M | -0.3% | -4.1% | +3.9% | -0.3% |
| 6M | -1.2% | -5.5% | +4.3% | -1.2% |
| YTD | -0.4% | -8.9% | +8.6% | -0.3% |
| 1Y | +0.4% | -12.9% | +13.3% | +0.4% |
| 3Y | +13.4% | +22.1% | -8.7% | +13.5% |
| 5Y | -1.4% | +52.7% | -54.1% | -1.3% |
| 10Y | +14.8% | +152.7% | -137.9% | +15.4% |
| All | +98.1% | +775.6% | -677.5% | +104.8% |
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