+85.5%
AME vs VICR
+42.6%
+42.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -8.6% | -15.6% | +7.0% | -7.1% |
| 3M | +5.8% | -35.4% | +41.2% | +9.7% |
| 6M | +3.8% | +1.3% | +2.5% | +1.1% |
| YTD | +14.4% | +62.5% | -48.0% | +5.5% |
| 1Y | +25.8% | +255.5% | -229.7% | +5.7% |
| 3Y | +55.2% | +182.0% | -126.8% | +28.2% |
| 5Y | +85.5% | +42.9% | +42.6% | +54.3% |
| All | +85.5% | +42.6% | +42.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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