-39.3%
VG vs AME
+26.2%
-65.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +16.0% | -6.7% | +22.7% | +17.9% |
| 3M | +9.7% | +4.1% | +5.7% | +7.0% |
| 6M | +29.6% | +1.6% | +28.0% | +27.7% |
| YTD | +112.0% | +16.1% | +95.9% | +79.1% |
| 1Y | +12.8% | +27.3% | -14.5% | -14.7% |
| All | -39.3% | +26.2% | -65.5% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling