+18.0%
VMC vs AGI
+214.4%
-196.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | -5.3% | +2.2% | -7.5% | -5.6% |
| 30D | -12.3% | +11.3% | -23.5% | -13.4% |
| 3M | -10.3% | +5.6% | -15.9% | -11.2% |
| 6M | -8.6% | -27.7% | +19.1% | -6.5% |
| YTD | -11.9% | -4.1% | -7.8% | -12.1% |
| 1Y | -13.9% | +13.8% | -27.7% | -15.5% |
| All | +18.0% | +214.4% | -196.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling