+161.1%
VEA vs AME
+445.1%
-284.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | -0.5% |
| 7D | -1.5% | +1.7% | -3.2% | -2.3% |
| 30D | -0.8% | -6.4% | +5.6% | +2.3% |
| 3M | +2.5% | +7.1% | -4.6% | -1.1% |
| 6M | +11.1% | +8.2% | +3.0% | +6.7% |
| YTD | +17.2% | +18.2% | -1.0% | +7.6% |
| 1Y | +24.5% | +26.7% | -2.2% | +10.2% |
| 3Y | +75.4% | +60.7% | +14.7% | +34.9% |
| 5Y | +61.1% | +91.6% | -30.5% | +11.8% |
| All | +161.1% | +445.1% | -284.0% | +20.5% |
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 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