+61.1%
AME vs VLTO
+72.9%
-11.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.1% | +1.6% | -5.8% | -4.6% |
| 30D | -4.1% | +22.0% | -26.1% | -9.8% |
| 3M | -5.6% | +21.9% | -27.5% | -11.3% |
| 6M | +2.8% | +36.5% | -33.7% | -7.7% |
| YTD | +16.6% | +19.0% | -2.4% | +10.3% |
| 1Y | +21.1% | +21.0% | +0.1% | +13.6% |
| 3Y | +61.1% | +69.9% | -8.8% | +41.1% |
| All | +61.1% | +72.9% | -11.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling