+1,710.5%
AME vs VEU
+192.1%
+1,518.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | +0.6% | +1.1% | -0.5% | -0.3% |
| 30D | -6.7% | +2.2% | -8.9% | -8.4% |
| 3M | +4.1% | +3.0% | +1.1% | +1.4% |
| 6M | +1.6% | +10.9% | -9.3% | -7.0% |
| YTD | +16.1% | +18.2% | -2.1% | +0.5% |
| 1Y | +27.3% | +28.3% | -0.9% | +2.7% |
| 3Y | +50.9% | +74.6% | -23.8% | -7.2% |
| 5Y | +81.4% | +56.4% | +25.0% | +21.8% |
| 10Y | +417.0% | +153.0% | +263.9% | +137.1% |
| All | +1,710.5% | +192.1% | +1,518.3% | +632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling