+1,802.7%
AME vs VYM
+490.3%
+1,312.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -6.3% | -1.3% | -5.0% | -4.9% |
| 3M | +5.4% | +4.1% | +1.3% | +1.0% |
| 6M | +7.4% | +9.8% | -2.4% | -2.6% |
| YTD | +16.2% | +15.3% | +0.8% | -0.1% |
| 1Y | +26.8% | +20.0% | +6.8% | +4.5% |
| 3Y | +57.5% | +66.2% | -8.7% | -9.0% |
| 5Y | +84.8% | +77.5% | +7.3% | -0.4% |
| 10Y | +424.3% | +201.7% | +222.6% | +64.4% |
| All | +1,802.7% | +490.3% | +1,312.5% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling