+79.3%
AME vs VSXY
+42.7%
+36.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | -0.3% |
| 7D | +2.8% | -6.8% | +9.6% | +3.3% |
| 30D | -6.3% | -20.4% | +14.1% | -4.5% |
| 3M | +5.4% | +2.9% | +2.5% | +4.7% |
| 6M | +7.4% | +67.9% | -60.5% | +0.7% |
| YTD | +16.2% | +44.9% | -28.7% | +10.1% |
| 1Y | +26.8% | +205.9% | -179.1% | +11.0% |
| 3Y | +57.5% | +373.9% | -316.3% | +25.6% |
| 5Y | +84.8% | +23.5% | +61.4% | +63.9% |
| All | +79.3% | +42.7% | +36.6% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling