+91.1%
AME vs VTEB
+1.2%
+89.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.0% |
| 7D | +1.7% | -0.9% | +2.7% | +2.5% |
| 30D | -6.4% | -2.5% | -3.9% | -4.6% |
| 3M | +7.1% | -3.0% | +10.0% | +9.6% |
| 6M | +8.2% | -2.1% | +10.3% | +10.1% |
| YTD | +18.2% | -1.5% | +19.7% | +19.8% |
| 1Y | +26.7% | +0.2% | +26.6% | +27.2% |
| 3Y | +60.7% | +8.6% | +52.1% | +49.9% |
| All | +91.1% | +1.2% | +89.9% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling