+1,535.5%
AME vs VCLT
+98.6%
+1,436.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +5.9% | -2.3% | +8.1% | +6.0% |
| 30D | -1.9% | +0.8% | -2.7% | -2.0% |
| 3M | -5.4% | -2.7% | -2.7% | -5.3% |
| 6M | +4.9% | -4.3% | +9.2% | +5.1% |
| YTD | +18.5% | -4.3% | +22.8% | +18.7% |
| 1Y | +25.5% | -4.4% | +29.8% | +25.7% |
| 3Y | +63.0% | +13.8% | +49.3% | +63.0% |
| 5Y | +78.3% | -17.0% | +95.3% | +71.3% |
| 10Y | +447.1% | +20.9% | +426.2% | +523.2% |
| All | +1,535.5% | +98.6% | +1,436.9% | +2,541.9% |
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