+433.0%
AME vs VCLT
+17.1%
+416.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | -6.4% | -1.2% | -5.3% | -6.1% |
| 3M | +7.1% | -4.8% | +11.9% | +8.7% |
| 6M | +8.2% | -2.6% | +10.7% | +9.1% |
| YTD | +18.2% | -3.3% | +21.5% | +19.5% |
| 1Y | +26.7% | -4.8% | +31.6% | +28.7% |
| 3Y | +60.7% | +11.5% | +49.2% | +55.2% |
| 5Y | +91.6% | -17.0% | +108.5% | +96.2% |
| All | +433.0% | +17.1% | +416.0% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling