+104.2%
AMLP vs VT
+226.2%
-122.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.9% | -1.6% | +0.7% | +0.5% |
| 30D | -0.1% | -2.5% | +2.4% | +2.1% |
| 3M | -2.8% | -1.3% | -1.5% | -2.0% |
| 6M | +1.9% | +3.1% | -1.2% | -1.9% |
| YTD | +18.5% | +10.9% | +7.6% | +5.8% |
| 1Y | +22.1% | +12.1% | +10.1% | +7.8% |
| 3Y | +52.9% | +73.9% | -21.0% | -13.6% |
| 5Y | +121.2% | +58.0% | +63.2% | +36.7% |
| All | +104.2% | +226.2% | -122.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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