+12.8%
VG vs AME
+29.8%
-17.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | +0.3% |
| 7D | +1.7% | +0.6% | +1.1% | +2.1% |
| 30D | +16.0% | -6.7% | +22.7% | +12.2% |
| 3M | +9.7% | +4.1% | +5.7% | +12.5% |
| 6M | +29.6% | +1.6% | +28.0% | +38.7% |
| YTD | +112.0% | +16.1% | +95.9% | +107.8% |
| 1Y | +12.8% | +27.3% | -14.5% | +5.3% |
| All | +12.8% | +29.8% | -17.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling