+810.9%
VOO vs AME
+1,225.1%
-414.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.6% | +5.9% | -3.3% | -0.5% |
| 30D | -2.0% | -1.9% | -0.1% | -1.3% |
| 3M | -2.8% | -5.4% | +2.6% | -0.4% |
| 6M | +2.2% | +4.9% | -2.8% | -1.2% |
| YTD | +11.5% | +18.5% | -6.9% | +0.5% |
| 1Y | +13.5% | +25.5% | -12.0% | -0.9% |
| 3Y | +78.1% | +63.0% | +15.1% | +31.9% |
| 5Y | +73.1% | +78.3% | -5.2% | +21.2% |
| 10Y | +310.7% | +447.1% | -136.4% | +56.6% |
| All | +810.9% | +1,225.1% | -414.1% | +118.9% |
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