-51.4%
VG vs AME
+21.6%
-73.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.6% |
| 7D | -22.0% | -5.2% | -16.9% | -20.8% |
| 30D | -11.6% | -8.0% | -3.6% | -9.6% |
| 3M | -14.9% | -8.9% | -6.0% | -12.7% |
| 6M | -3.5% | -5.0% | +1.5% | -2.2% |
| YTD | +70.0% | +11.9% | +58.1% | +45.2% |
| 1Y | +50.0% | +16.6% | +33.4% | +22.2% |
| All | -51.4% | +21.6% | -73.0% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling