+440.7%
AME vs VIG
+262.6%
+178.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.9% | +3.5% | +2.4% | +1.7% |
| 30D | -1.9% | +4.9% | -6.8% | -7.5% |
| 3M | -5.4% | +2.5% | -7.9% | -8.2% |
| 6M | +4.9% | +11.0% | -6.1% | -7.4% |
| YTD | +18.5% | +16.0% | +2.5% | -0.5% |
| 1Y | +25.5% | +17.5% | +7.9% | +3.7% |
| 3Y | +63.0% | +67.0% | -4.0% | -12.0% |
| 5Y | +78.3% | +64.8% | +13.5% | -2.1% |
| All | +440.7% | +262.6% | +178.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling