+3,591.5%
AME vs ITOT
+891.2%
+2,700.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | +2.8% | +0.7% | +2.1% | +2.1% |
| 30D | -6.3% | -1.1% | -5.2% | -5.2% |
| 3M | +5.4% | +3.9% | +1.5% | +1.3% |
| 6M | +7.4% | +14.7% | -7.3% | -6.8% |
| YTD | +16.2% | +13.3% | +2.8% | +2.1% |
| 1Y | +26.8% | +19.1% | +7.7% | +5.7% |
| 3Y | +57.5% | +77.3% | -19.8% | -14.4% |
| 5Y | +84.8% | +74.1% | +10.8% | +1.0% |
| 10Y | +424.3% | +293.1% | +131.2% | +21.9% |
| All | +3,591.5% | +891.2% | +2,700.3% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling