-49.4%
VG vs AME
+26.7%
-76.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.7% | -4.1% | -3.6% | -6.6% |
| 30D | -8.8% | -4.1% | -4.7% | -7.8% |
| 3M | -15.6% | -5.6% | -10.0% | -14.4% |
| 6M | +5.2% | +2.8% | +2.4% | +3.2% |
| YTD | +76.9% | +16.6% | +60.3% | +49.4% |
| 1Y | +42.5% | +21.1% | +21.4% | +15.2% |
| All | -49.4% | +26.7% | -76.1% | -62.1% |
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