+484.0%
V vs AME
+444.5%
+39.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.9% | +5.9% | -5.0% | -2.4% |
| 30D | +9.0% | -1.9% | +10.9% | +9.5% |
| 3M | +16.7% | -5.4% | +22.1% | +19.3% |
| 6M | +33.4% | +4.9% | +28.5% | +27.4% |
| YTD | +22.4% | +18.5% | +3.9% | +7.4% |
| 1Y | +27.7% | +25.5% | +2.2% | +8.1% |
| 3Y | +78.0% | +63.0% | +15.0% | +23.2% |
| 5Y | +108.5% | +78.3% | +30.2% | +33.8% |
| All | +484.0% | +444.5% | +39.6% | +116.0% |
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