+392.1%
VNQ vs AME
+3,016.5%
-2,624.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | +2.8% | -3.2% | -2.0% |
| 30D | -2.5% | -6.3% | +3.7% | +1.2% |
| 3M | +1.4% | +5.4% | -4.0% | -2.6% |
| 6M | +4.6% | +7.4% | -2.9% | -1.2% |
| YTD | +10.5% | +16.2% | -5.6% | -0.7% |
| 1Y | +8.4% | +26.8% | -18.4% | -8.3% |
| 3Y | +32.4% | +57.5% | -25.1% | -5.1% |
| 5Y | +5.5% | +84.8% | -79.4% | -32.5% |
| 10Y | +59.1% | +424.3% | -365.2% | -52.1% |
| All | +392.1% | +3,016.5% | -2,624.4% | -48.3% |
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 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