+672.3%
AU vs VMC
+156.6%
+515.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -4.3% | -3.8% | -0.5% | -3.7% |
| 30D | +7.3% | -9.7% | +17.0% | +9.1% |
| 3M | +26.3% | -9.6% | +36.0% | +28.4% |
| 6M | +1.8% | -4.8% | +6.6% | +2.8% |
| YTD | +26.8% | -10.9% | +37.7% | +29.3% |
| 1Y | +66.7% | -15.6% | +82.3% | +71.0% |
| 3Y | +579.1% | +19.3% | +559.7% | +564.9% |
| 5Y | +689.3% | +48.0% | +641.3% | +647.4% |
| All | +672.3% | +156.6% | +515.7% | +539.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling