+175.8%
VSH vs AME
+427.9%
-252.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.1% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -5.7% | -8.6% | +2.9% | +2.7% |
| 3M | -42.5% | +5.8% | -48.2% | -44.6% |
| 6M | +82.7% | +3.8% | +78.9% | +79.9% |
| YTD | +118.2% | +14.4% | +103.8% | +97.5% |
| 1Y | +109.7% | +25.8% | +83.9% | +74.1% |
| 3Y | +35.3% | +55.2% | -19.9% | -7.3% |
| 5Y | +65.6% | +85.5% | -19.9% | -3.7% |
| All | +175.8% | +427.9% | -252.1% | -17.3% |
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