-99.9%
AMIX vs VCLT
+3.4%
-103.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +10.4% |
| 7D | +11.4% | +0.2% | +11.2% | +10.8% |
| 30D | -40.5% | +2.3% | -42.8% | -42.7% |
| 3M | -80.1% | -1.1% | -79.0% | -79.7% |
| 6M | -74.8% | -4.2% | -70.7% | -73.9% |
| YTD | -84.0% | -3.4% | -80.6% | -83.4% |
| 1Y | -89.7% | -3.8% | -85.9% | -89.3% |
| All | -99.9% | +3.4% | -103.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling