+51.4%
AME vs VLTO
+54.1%
-2.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -11.4% | +12.0% | -23.4% | -14.3% |
| 30D | -12.1% | +20.8% | -33.0% | -17.1% |
| 3M | -12.3% | +20.1% | -32.5% | -17.2% |
| 6M | -4.6% | +32.6% | -37.3% | -13.4% |
| YTD | +9.1% | +17.3% | -8.2% | +3.6% |
| 1Y | +13.3% | +17.3% | -4.0% | +7.5% |
| 3Y | +58.2% | +66.9% | -8.7% | +36.7% |
| All | +51.4% | +54.1% | -2.7% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling