+441.6%
AME vs VT
+224.4%
+217.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.6% |
| 7D | +1.1% | -0.7% | +1.8% | +2.0% |
| 30D | -4.1% | -1.7% | -2.3% | -2.2% |
| 3M | -6.3% | -2.3% | -4.0% | -3.9% |
| 6M | +3.5% | +1.5% | +2.0% | +2.0% |
| YTD | +17.3% | +12.0% | +5.2% | +4.0% |
| 1Y | +22.0% | +12.9% | +9.1% | +7.3% |
| 3Y | +62.0% | +74.9% | -12.9% | -12.2% |
| 5Y | +78.5% | +59.9% | +18.6% | +6.6% |
| 10Y | +441.6% | +224.6% | +217.0% | +43.5% |
| All | +441.6% | +224.4% | +217.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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