+99.1%
V vs AME
+66.2%
+32.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.0% |
| 7D | +2.2% | -5.2% | +7.4% | +4.2% |
| 30D | +13.6% | -8.0% | +21.6% | +17.1% |
| 3M | +14.3% | -8.9% | +23.2% | +18.0% |
| 6M | +33.1% | -5.0% | +38.1% | +34.3% |
| YTD | +21.2% | +11.9% | +9.4% | +11.9% |
| 1Y | +26.4% | +16.6% | +9.8% | +14.2% |
| 3Y | +77.6% | +62.5% | +15.1% | +28.0% |
| All | +99.1% | +66.2% | +32.8% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling