+85.2%
AME vs VCLT
-15.5%
+100.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -6.6% | +0.1% | -6.7% | -6.6% |
| 3M | +3.0% | -2.9% | +5.8% | +4.3% |
| 6M | +5.3% | -4.0% | +9.3% | +7.1% |
| YTD | +15.4% | -2.2% | +17.7% | +16.6% |
| 1Y | +26.8% | -2.6% | +29.4% | +28.2% |
| 3Y | +56.5% | +12.3% | +44.2% | +48.3% |
| 5Y | +85.2% | -16.4% | +101.6% | +90.0% |
| All | +85.2% | -15.5% | +100.8% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling