+433.0%
AME vs VTEB
+17.9%
+415.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | +1.7% | -0.9% | +2.7% | +2.2% |
| 30D | -6.4% | -2.5% | -3.9% | -5.3% |
| 3M | +7.1% | -3.0% | +10.0% | +8.7% |
| 6M | +8.2% | -2.1% | +10.3% | +9.4% |
| YTD | +18.2% | -1.5% | +19.7% | +19.2% |
| 1Y | +26.7% | +0.2% | +26.6% | +26.9% |
| 3Y | +60.7% | +8.6% | +52.1% | +54.6% |
| 5Y | +91.6% | +1.2% | +90.4% | +88.9% |
| All | +433.0% | +17.9% | +415.2% | +536.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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