+56.4%
V vs AME
+50.7%
+5.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +2.0% | -6.7% | +8.6% | +3.9% |
| 3M | +17.4% | +4.1% | +13.3% | +15.5% |
| 6M | +17.5% | +1.6% | +15.9% | +16.1% |
| YTD | +7.6% | +16.1% | -8.6% | +1.1% |
| 1Y | +7.7% | +27.3% | -19.6% | -2.3% |
| All | +56.4% | +50.7% | +5.7% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling