-14.5%
VMC vs AEIS
+83.8%
-98.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.2% |
| 7D | -5.3% | +6.5% | -11.8% | -5.7% |
| 30D | -12.3% | -9.2% | -3.1% | -11.8% |
| 3M | -10.3% | -8.3% | -1.9% | -10.4% |
| 6M | -8.6% | -6.3% | -2.2% | -9.3% |
| YTD | -11.9% | +36.5% | -48.4% | -14.8% |
| All | -14.5% | +83.8% | -98.3% | -19.8% |
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