-44.1%
VG vs AME
+28.2%
-72.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.2% | +4.6% |
| 7D | +15.1% | +8.1% | +7.0% | +12.6% |
| 30D | -4.2% | -3.8% | -0.4% | -3.3% |
| 3M | -3.1% | -6.6% | +3.5% | -1.4% |
| 6M | +0.3% | +4.6% | -4.2% | -2.1% |
| YTD | +95.5% | +17.9% | +77.5% | +64.6% |
| 1Y | +64.4% | +23.2% | +41.2% | +31.6% |
| All | -44.1% | +28.2% | -72.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling