+22.1%
VMC vs ACI
-43.5%
+65.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -1.3% |
| 7D | -0.5% | -2.6% | +2.0% | -0.3% |
| 30D | -9.1% | +1.1% | -10.2% | -9.2% |
| 3M | -4.1% | -23.6% | +19.5% | -1.7% |
| 6M | -5.5% | -29.9% | +24.4% | -2.2% |
| YTD | -8.9% | -26.9% | +17.9% | -6.2% |
| 1Y | -12.9% | -34.2% | +21.3% | -9.2% |
| 3Y | +22.1% | -43.6% | +65.8% | +30.0% |
| All | +22.1% | -43.5% | +65.6% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling