+76.5%
AME vs VEU
+50.0%
+26.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.6% |
| 30D | -4.1% | -1.0% | -3.1% | -3.3% |
| 3M | -6.3% | -3.6% | -2.7% | -3.6% |
| 6M | +3.5% | -1.2% | +4.7% | +4.5% |
| YTD | +17.3% | +12.0% | +5.3% | +7.6% |
| 1Y | +22.0% | +13.9% | +8.1% | +10.6% |
| 3Y | +62.0% | +71.3% | -9.3% | +6.8% |
| All | +76.5% | +50.0% | +26.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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