+143.6%
VMC vs AME
+427.9%
-284.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -12.8% | -8.6% | -4.2% | -7.6% |
| 3M | -7.9% | +5.8% | -13.7% | -11.6% |
| 6M | -7.5% | +3.8% | -11.3% | -10.3% |
| YTD | -11.6% | +14.4% | -26.1% | -19.7% |
| 1Y | -14.3% | +25.8% | -40.0% | -27.2% |
| 3Y | +18.5% | +55.2% | -36.7% | -14.5% |
| 5Y | +46.8% | +85.5% | -38.8% | -6.5% |
| All | +143.6% | +427.9% | -284.2% | -26.0% |
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