+455.5%
V vs AME
+438.4%
+17.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | -4.1% | +4.9% | +2.9% |
| 30D | +9.9% | -4.1% | +14.1% | +11.9% |
| 3M | +17.5% | -5.6% | +23.1% | +20.3% |
| 6M | +33.5% | +2.8% | +30.6% | +28.9% |
| YTD | +21.6% | +16.6% | +5.0% | +7.7% |
| 1Y | +27.6% | +21.1% | +6.5% | +10.3% |
| 3Y | +76.4% | +61.1% | +15.3% | +23.0% |
| 5Y | +103.8% | +76.6% | +27.3% | +31.6% |
| 10Y | +455.5% | +431.3% | +24.2% | +111.2% |
| All | +455.5% | +438.4% | +17.1% | +111.2% |
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