+111.1%
VSH vs AME
+444.5%
-333.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.7% | -4.6% |
| 7D | +14.3% | +5.9% | +8.5% | +8.5% |
| 30D | -7.9% | -1.9% | -5.9% | -4.6% |
| 3M | -19.9% | -5.4% | -14.5% | -13.8% |
| 6M | -30.5% | +4.9% | -35.5% | -31.0% |
| YTD | +85.7% | +18.5% | +67.2% | +66.0% |
| 1Y | +98.9% | +25.5% | +73.5% | +69.2% |
| 3Y | +32.1% | +63.0% | -30.9% | -11.7% |
| 5Y | +39.7% | +78.3% | -38.6% | -14.3% |
| All | +111.1% | +444.5% | -333.3% | -36.4% |
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