-9.5%
VMC vs AEIS
+93.3%
-102.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.8% |
| 7D | -4.3% | +3.0% | -7.3% | -4.5% |
| 30D | -8.2% | -14.6% | +6.4% | -7.4% |
| 3M | -7.0% | -12.4% | +5.4% | -6.8% |
| 6M | -10.8% | -15.0% | +4.2% | -10.8% |
| YTD | -7.4% | +34.3% | -41.7% | -10.5% |
| 1Y | -9.5% | +87.4% | -96.9% | -16.3% |
| All | -9.5% | +93.3% | -102.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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