+85.1%
AME vs VYM
+76.3%
+8.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | 0.0% | -1.9% | +1.9% | +2.0% |
| 30D | -8.6% | -2.6% | -6.0% | -6.0% |
| 3M | +5.8% | +3.6% | +2.2% | +2.0% |
| 6M | +3.8% | +8.7% | -4.9% | -4.6% |
| YTD | +14.4% | +14.1% | +0.3% | +0.1% |
| 1Y | +25.8% | +17.8% | +8.0% | +6.4% |
| 3Y | +55.2% | +64.5% | -9.4% | -7.1% |
| All | +85.1% | +76.3% | +8.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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