+42.5%
VG vs AME
+21.9%
+20.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.7% | -4.1% | -3.6% | -10.0% |
| 30D | -8.8% | -4.1% | -4.7% | -11.0% |
| 3M | -15.6% | -5.6% | -10.0% | -18.8% |
| 6M | +5.2% | +2.8% | +2.4% | +10.6% |
| YTD | +76.9% | +16.6% | +60.3% | +79.3% |
| 1Y | +42.5% | +21.1% | +21.4% | +44.1% |
| All | +42.5% | +21.9% | +20.6% | +44.1% |
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 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