+143.6%
VMC vs AEIS
+531.1%
-387.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -12.8% | -16.4% | +3.6% | -9.2% |
| 3M | -7.9% | -11.1% | +3.2% | -7.7% |
| 6M | -7.5% | -12.0% | +4.5% | -8.2% |
| YTD | -11.6% | +30.9% | -42.5% | -22.3% |
| 1Y | -14.3% | +74.3% | -88.6% | -31.5% |
| 3Y | +18.5% | +165.2% | -146.7% | -19.7% |
| 5Y | +46.8% | +220.0% | -173.3% | -8.5% |
| All | +143.6% | +531.1% | -387.4% | +8.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling