+2,926.4%
V vs AME
+1,289.5%
+1,636.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | +2.0% | -6.7% | +8.6% | +5.9% |
| 3M | +17.4% | +4.1% | +13.3% | +13.9% |
| 6M | +17.5% | +1.6% | +15.9% | +14.7% |
| YTD | +7.6% | +16.1% | -8.6% | -3.2% |
| 1Y | +7.7% | +27.3% | -19.6% | -8.5% |
| 3Y | +54.7% | +50.9% | +3.8% | +15.9% |
| 5Y | +73.0% | +81.4% | -8.3% | +14.8% |
| 10Y | +390.9% | +417.0% | -26.1% | +71.9% |
| All | +2,926.4% | +1,289.5% | +1,636.9% | +476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling