+62.5%
AME vs VLTO
+69.5%
-7.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | -5.2% | +5.4% | -10.6% | -6.6% |
| 30D | -8.0% | +22.3% | -30.3% | -13.7% |
| 3M | -8.9% | +19.6% | -28.5% | -14.0% |
| 6M | -5.0% | +35.2% | -40.1% | -14.6% |
| YTD | +11.9% | +17.9% | -6.0% | +6.0% |
| 1Y | +16.6% | +19.5% | -2.9% | +9.7% |
| 3Y | +62.5% | +73.9% | -11.4% | +39.8% |
| All | +62.5% | +69.5% | -7.0% | +39.8% |
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