+3,227.9%
VMC vs AME
+18,709.1%
-15,481.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -4.3% | +0.6% | -4.9% | -4.6% |
| 30D | -8.2% | -6.7% | -1.6% | -5.5% |
| 3M | -7.0% | +4.1% | -11.1% | -8.8% |
| 6M | -10.8% | +1.6% | -12.3% | -11.5% |
| YTD | -7.4% | +16.1% | -23.5% | -13.3% |
| 1Y | -9.5% | +27.3% | -36.8% | -18.7% |
| 3Y | +20.5% | +50.9% | -30.4% | -0.1% |
| 5Y | +51.6% | +81.4% | -29.8% | +16.9% |
| 10Y | +150.0% | +417.0% | -266.9% | +27.6% |
| All | +3,227.9% | +18,709.1% | -15,481.2% | +725.9% |
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