+728.4%
VGT vs AME
+444.5%
+283.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +2.5% | +5.9% | -3.4% | -1.3% |
| 30D | -9.5% | -1.9% | -7.6% | -8.4% |
| 3M | -9.5% | -5.4% | -4.1% | -6.4% |
| 6M | -1.8% | +4.9% | -6.7% | -5.1% |
| YTD | +18.4% | +18.5% | -0.1% | +4.9% |
| 1Y | +18.7% | +25.5% | -6.7% | +1.2% |
| 3Y | +103.8% | +63.0% | +40.8% | +42.6% |
| 5Y | +104.4% | +78.3% | +26.0% | +33.9% |
| All | +728.4% | +444.5% | +283.9% | +222.5% |
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