+376.8%
V vs AME
+421.6%
-44.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.1% | +2.8% | -3.9% | -2.7% |
| 30D | +1.9% | -6.3% | +8.2% | +5.6% |
| 3M | +15.5% | +5.4% | +10.1% | +11.2% |
| 6M | +16.6% | +7.4% | +9.2% | +10.0% |
| YTD | +5.7% | +16.2% | -10.4% | -5.3% |
| 1Y | +8.6% | +26.8% | -18.3% | -8.3% |
| 3Y | +52.5% | +57.5% | -5.0% | +9.0% |
| 5Y | +67.1% | +84.8% | -17.7% | +5.6% |
| 10Y | +376.8% | +424.3% | -47.5% | +81.7% |
| All | +376.8% | +421.6% | -44.8% | +81.7% |
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