+800.0%
VGT vs AME
+445.1%
+354.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.9% |
| 7D | -0.2% | +1.7% | -1.9% | -1.3% |
| 30D | -0.4% | -6.4% | +6.0% | +3.8% |
| 3M | +4.4% | +7.1% | -2.7% | -0.2% |
| 6M | +32.1% | +8.2% | +23.9% | +24.9% |
| YTD | +28.8% | +18.2% | +10.6% | +14.6% |
| 1Y | +35.3% | +26.7% | +8.6% | +14.5% |
| 3Y | +124.8% | +60.7% | +64.1% | +59.5% |
| 5Y | +137.9% | +91.6% | +46.4% | +49.8% |
| All | +800.0% | +445.1% | +354.9% | +258.3% |
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 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