+1,503.5%
AME vs VCLT
+103.4%
+1,400.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -6.7% | -0.9% | -5.8% | -6.6% |
| 3M | +4.1% | -3.2% | +7.3% | +4.2% |
| 6M | +1.6% | -3.8% | +5.4% | +1.7% |
| YTD | +16.1% | -2.0% | +18.2% | +16.3% |
| 1Y | +27.3% | -0.8% | +28.1% | +27.4% |
| 3Y | +50.9% | +12.3% | +38.6% | +50.6% |
| 5Y | +81.4% | -15.4% | +96.8% | +74.0% |
| 10Y | +417.0% | +15.7% | +401.2% | +463.5% |
| All | +1,503.5% | +103.4% | +1,400.1% | +2,487.5% |
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