+172.5%
VEA vs AME
+1,437.2%
-1,264.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.9% | +2.8% | -0.9% | +0.3% |
| 30D | +0.8% | -6.3% | +7.0% | +4.4% |
| 3M | +5.7% | +5.4% | +0.3% | +2.3% |
| 6M | +13.3% | +7.4% | +5.9% | +8.3% |
| YTD | +18.4% | +16.2% | +2.2% | +8.1% |
| 1Y | +27.0% | +26.8% | +0.1% | +9.8% |
| 3Y | +79.3% | +57.5% | +21.8% | +33.3% |
| 5Y | +62.1% | +84.8% | -22.7% | +8.2% |
| 10Y | +160.3% | +424.3% | -264.0% | -13.2% |
| All | +172.5% | +1,437.2% | -1,264.7% | -61.2% |
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 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