+1,519.2%
AME vs VCLT
+102.1%
+1,417.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -4.1% | +2.8% | -6.9% | -4.2% |
| 3M | -6.3% | -0.4% | -6.0% | -6.3% |
| 6M | +3.5% | -3.1% | +6.7% | +3.7% |
| YTD | +17.3% | -2.7% | +19.9% | +17.4% |
| 1Y | +22.0% | -3.7% | +25.7% | +22.2% |
| 3Y | +62.0% | +15.6% | +46.4% | +61.9% |
| 5Y | +78.5% | -15.8% | +94.3% | +71.3% |
| 10Y | +441.6% | +23.0% | +418.6% | +516.5% |
| All | +1,519.2% | +102.1% | +1,417.1% | +2,513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling