+76.6%
AME vs VIG
+64.1%
+12.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.2% |
| 7D | -4.1% | +1.0% | -5.1% | -5.2% |
| 30D | -4.1% | +4.5% | -8.7% | -8.7% |
| 3M | -5.6% | +2.1% | -7.7% | -7.7% |
| 6M | +2.8% | +10.5% | -7.6% | -7.6% |
| YTD | +16.6% | +15.1% | +1.5% | +0.5% |
| 1Y | +21.1% | +16.9% | +4.2% | +2.7% |
| 3Y | +61.1% | +65.6% | -4.5% | -5.6% |
| 5Y | +76.6% | +64.4% | +12.2% | +5.5% |
| All | +76.6% | +64.1% | +12.4% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling