+152.7%
VMC vs ACM
+128.0%
+24.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -9.1% | -12.9% | +3.8% | -3.4% |
| 3M | -4.1% | -6.4% | +2.2% | -1.9% |
| 6M | -5.5% | -29.2% | +23.7% | +10.4% |
| YTD | -8.9% | -29.9% | +21.0% | +5.7% |
| 1Y | -12.9% | -47.3% | +34.3% | +16.1% |
| 3Y | +22.1% | -19.6% | +41.8% | +27.7% |
| 5Y | +52.7% | +5.5% | +47.2% | +36.4% |
| 10Y | +152.7% | +129.7% | +23.0% | +40.4% |
| All | +152.7% | +128.0% | +24.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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