-13.9%
VMC vs ACI
-35.6%
+21.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.1% |
| 7D | -5.3% | -5.0% | -0.3% | -4.9% |
| 30D | -12.3% | -2.3% | -10.0% | -12.1% |
| 3M | -10.3% | -23.2% | +12.9% | -8.8% |
| 6M | -8.6% | -29.5% | +20.9% | -6.4% |
| YTD | -11.9% | -28.6% | +16.7% | -9.7% |
| 1Y | -13.9% | -34.0% | +20.1% | -12.0% |
| All | -13.9% | -35.6% | +21.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling