+52.7%
VMC vs AME
+85.0%
-32.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -0.5% | +2.8% | -3.3% | -2.3% |
| 30D | -9.1% | -6.3% | -2.8% | -5.3% |
| 3M | -4.1% | +5.4% | -9.5% | -7.9% |
| 6M | -5.5% | +7.4% | -13.0% | -10.5% |
| YTD | -8.9% | +16.2% | -25.1% | -18.3% |
| 1Y | -12.9% | +26.8% | -39.8% | -26.7% |
| 3Y | +22.1% | +57.5% | -35.4% | -15.4% |
| 5Y | +52.7% | +84.8% | -32.1% | -10.1% |
| All | +52.7% | +85.0% | -32.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling