+18.0%
VMC vs AEE
+48.1%
-30.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.1% |
| 7D | -5.3% | +1.1% | -6.4% | -5.6% |
| 30D | -12.3% | 0.0% | -12.3% | -12.3% |
| 3M | -10.3% | -0.9% | -9.4% | -10.0% |
| 6M | -8.6% | -2.4% | -6.2% | -7.9% |
| YTD | -11.9% | +8.6% | -20.5% | -13.6% |
| 1Y | -13.9% | +10.2% | -24.1% | -15.9% |
| All | +18.0% | +48.1% | -30.2% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling