+1,075.0%
VMC vs AEE
+813.9%
+261.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -4.3% | +0.3% | -4.7% | -4.5% |
| 30D | -8.2% | -2.3% | -6.0% | -7.3% |
| 3M | -7.0% | +0.2% | -7.3% | -7.2% |
| 6M | -10.8% | -4.7% | -6.0% | -9.0% |
| YTD | -7.4% | +8.1% | -15.5% | -10.9% |
| 1Y | -9.5% | +8.5% | -18.0% | -13.2% |
| 3Y | +20.5% | +48.9% | -28.4% | -1.9% |
| 5Y | +51.6% | +39.9% | +11.7% | +25.7% |
| 10Y | +150.0% | +186.5% | -36.5% | +36.5% |
| All | +1,075.0% | +813.9% | +261.1% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling