+3,456.9%
VMC vs AME
+18,999.6%
-15,542.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -1.7% | +8.1% | -9.8% | -4.9% |
| 30D | +15.3% | -3.8% | +19.0% | +16.7% |
| 3M | +0.3% | -6.6% | +6.9% | +2.8% |
| 6M | +0.9% | +4.6% | -3.7% | -1.6% |
| YTD | -1.0% | +17.9% | -19.0% | -8.4% |
| 1Y | -4.3% | +23.2% | -27.6% | -13.1% |
| 3Y | +35.3% | +62.9% | -27.6% | +8.1% |
| 5Y | +44.4% | +77.5% | -33.1% | +11.9% |
| 10Y | +128.0% | +444.7% | -316.7% | +13.4% |
| All | +3,456.9% | +18,999.6% | -15,542.7% | +773.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling