+121.2%
VSH vs AME
+438.4%
-317.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.6% | -4.1% | +2.6% | +3.5% |
| 30D | -21.3% | -4.1% | -17.2% | -16.6% |
| 3M | -18.9% | -5.6% | -13.3% | -12.5% |
| 6M | -21.4% | +2.8% | -24.3% | -20.4% |
| YTD | +86.8% | +16.6% | +70.2% | +69.7% |
| 1Y | +85.8% | +21.1% | +64.7% | +63.4% |
| 3Y | +30.1% | +61.1% | -30.9% | -11.9% |
| 5Y | +42.8% | +76.6% | -33.8% | -11.5% |
| 10Y | +121.2% | +431.3% | -310.1% | -32.4% |
| All | +121.2% | +438.4% | -317.2% | -32.4% |
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