+25.8%
AME vs VCLT
-3.8%
+29.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +1.1% |
| 30D | -8.6% | -1.1% | -7.5% | -7.7% |
| 3M | +5.8% | -3.7% | +9.5% | +9.1% |
| 6M | +3.8% | -4.0% | +7.8% | +7.0% |
| YTD | +14.4% | -3.4% | +17.8% | +17.7% |
| 1Y | +25.8% | -4.1% | +29.9% | +26.3% |
| All | +25.8% | -3.8% | +29.6% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling