+46.3%
VMC vs AEIS
+233.3%
-187.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.0% |
| 7D | -5.3% | +6.5% | -11.8% | -6.6% |
| 30D | -12.3% | -9.2% | -3.1% | -10.7% |
| 3M | -10.3% | -8.3% | -1.9% | -10.7% |
| 6M | -8.6% | -6.3% | -2.2% | -10.8% |
| YTD | -11.9% | +36.5% | -48.4% | -23.4% |
| 1Y | -13.9% | +84.8% | -98.7% | -32.6% |
| 3Y | +18.2% | +176.6% | -158.4% | -22.7% |
| All | +46.3% | +233.3% | -187.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling