+85.5%
AME vs ITOT
+71.8%
+13.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.3% |
| 7D | 0.0% | -2.0% | +2.1% | +1.8% |
| 30D | -8.6% | -2.0% | -6.7% | -7.1% |
| 3M | +5.8% | +4.5% | +1.2% | +2.0% |
| 6M | +3.8% | +12.6% | -8.8% | -5.9% |
| YTD | +14.4% | +12.0% | +2.5% | +4.3% |
| 1Y | +25.8% | +17.3% | +8.5% | +10.3% |
| 3Y | +55.2% | +75.2% | -20.1% | -2.7% |
| 5Y | +85.5% | +74.0% | +11.5% | +14.7% |
| All | +85.5% | +71.8% | +13.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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