+444.2%
V vs AME
+465.0%
-20.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.5% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | +9.5% | -4.2% | +13.7% | +11.5% |
| 3M | +16.7% | -5.9% | +22.6% | +19.6% |
| 6M | +32.9% | +2.8% | +30.1% | +28.5% |
| YTD | +21.1% | +16.6% | +4.5% | +7.3% |
| 1Y | +26.6% | +22.1% | +4.5% | +9.0% |
| 3Y | +78.4% | +64.7% | +13.7% | +22.6% |
| 5Y | +105.5% | +76.6% | +28.9% | +32.8% |
| 10Y | +444.2% | +443.9% | +0.4% | +111.4% |
| All | +444.2% | +465.0% | -20.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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