+35.6%
VSH vs AME
+55.3%
-19.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +6.2% | +2.8% | +3.4% | +3.1% |
| 30D | -11.1% | -6.3% | -4.9% | -4.6% |
| 3M | -44.9% | +5.4% | -50.3% | -46.9% |
| 6M | +90.0% | +7.4% | +82.5% | +80.0% |
| YTD | +118.8% | +16.2% | +102.6% | +93.5% |
| 1Y | +109.0% | +26.8% | +82.2% | +70.6% |
| 3Y | +35.6% | +57.5% | -21.9% | -6.7% |
| All | +35.6% | +55.3% | -19.6% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling