+127.0%
VMC vs AME
+442.0%
-315.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.8% |
| 7D | -1.7% | +8.1% | -9.8% | -6.5% |
| 30D | +15.3% | -3.8% | +19.0% | +17.4% |
| 3M | +0.3% | -6.6% | +6.9% | +3.9% |
| 6M | +0.9% | +4.6% | -3.7% | -3.2% |
| YTD | -1.0% | +17.9% | -19.0% | -12.5% |
| 1Y | -4.3% | +23.2% | -27.6% | -17.8% |
| 3Y | +35.3% | +62.9% | -27.6% | -6.0% |
| 5Y | +44.4% | +77.5% | -33.1% | -5.7% |
| All | +127.0% | +442.0% | -315.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling