+428.5%
AME vs VO
+193.0%
+235.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | +1.3% | -0.6% | +1.9% | +1.9% |
| 30D | -6.6% | -1.9% | -4.6% | -4.7% |
| 3M | +3.0% | +3.3% | -0.3% | -0.1% |
| 6M | +5.3% | +9.7% | -4.4% | -3.7% |
| YTD | +15.4% | +12.6% | +2.8% | +2.9% |
| 1Y | +26.8% | +13.6% | +13.2% | +12.0% |
| 3Y | +56.5% | +56.8% | -0.3% | -0.2% |
| 5Y | +85.2% | +42.3% | +43.0% | +28.8% |
| 10Y | +428.5% | +199.2% | +229.4% | +66.7% |
| All | +428.5% | +193.0% | +235.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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