+2,094.3%
VMC vs AEIS
+2,566.8%
-472.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -4.3% | +3.0% | -7.3% | -4.8% |
| 30D | -8.2% | -14.6% | +6.4% | -6.2% |
| 3M | -7.0% | -12.4% | +5.4% | -6.5% |
| 6M | -10.8% | -15.0% | +4.2% | -10.4% |
| YTD | -7.4% | +34.3% | -41.7% | -13.8% |
| 1Y | -9.5% | +87.4% | -96.9% | -20.6% |
| 3Y | +20.5% | +139.8% | -119.3% | -0.3% |
| 5Y | +51.6% | +220.7% | -169.2% | +18.9% |
| 10Y | +150.0% | +531.6% | -381.6% | +70.0% |
| All | +2,094.3% | +2,566.8% | -472.5% | +1,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling