-15.6%
VMC vs AEE
+8.8%
-24.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | -9.7% | -2.9% | -6.8% | -8.7% |
| 3M | -9.6% | -2.4% | -7.2% | -8.6% |
| 6M | -4.8% | -2.7% | -2.1% | -3.7% |
| YTD | -10.9% | +7.3% | -18.1% | -12.1% |
| 1Y | -15.6% | +7.5% | -23.1% | -16.9% |
| All | -15.6% | +8.8% | -24.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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