+393.9%
AME vs VTEB
+26.0%
+368.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -6.6% | -2.1% | -4.5% | -5.8% |
| 3M | +3.0% | -2.7% | +5.6% | +4.1% |
| 6M | +5.3% | -2.1% | +7.4% | +6.2% |
| YTD | +15.4% | -1.1% | +16.6% | +16.1% |
| 1Y | +26.8% | +1.3% | +25.5% | +26.4% |
| 3Y | +56.5% | +9.0% | +47.5% | +51.6% |
| 5Y | +85.2% | +1.5% | +83.7% | +82.4% |
| 10Y | +428.5% | +18.5% | +410.0% | +550.2% |
| All | +393.9% | +26.0% | +368.0% | +611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling