+78.5%
AME vs VSXY
+106.2%
-27.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.3% |
| 7D | +5.9% | -1.7% | +7.6% | +6.0% |
| 30D | -1.9% | +20.1% | -22.0% | -3.7% |
| 3M | -5.4% | +16.6% | -22.0% | -7.1% |
| 6M | +4.9% | +134.9% | -130.0% | -5.3% |
| YTD | +18.5% | +96.0% | -77.5% | +8.4% |
| 1Y | +25.5% | +203.8% | -178.3% | +9.3% |
| 3Y | +63.0% | +465.3% | -402.3% | +25.8% |
| All | +78.5% | +106.2% | -27.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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