+98.6%
AMLP vs VT
+231.8%
-133.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -4.2% |
| 7D | -3.9% | -0.3% | -3.6% | -3.7% |
| 30D | -3.4% | -1.4% | -2.0% | -2.3% |
| 3M | -5.2% | -1.4% | -3.8% | -4.3% |
| 6M | -1.4% | +5.5% | -6.9% | -7.1% |
| YTD | +15.3% | +12.8% | +2.5% | +1.3% |
| 1Y | +19.0% | +15.4% | +3.5% | +2.2% |
| 3Y | +48.7% | +76.9% | -28.2% | -17.2% |
| 5Y | +116.7% | +60.4% | +56.3% | +32.1% |
| 10Y | +98.6% | +232.8% | -134.2% | -35.0% |
| All | +98.6% | +231.8% | -133.2% | -35.0% |
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