+31.7%
VSH vs AME
+63.1%
-31.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.2% | +9.3% | +8.3% |
| 7D | +3.5% | -1.5% | +5.0% | +6.6% |
| 30D | -22.4% | -4.2% | -18.3% | -16.9% |
| 3M | -25.2% | -5.9% | -19.2% | -17.9% |
| 6M | -22.5% | +2.8% | -25.4% | -21.5% |
| YTD | +84.2% | +16.6% | +67.6% | +65.7% |
| 1Y | +87.1% | +22.1% | +65.0% | +61.5% |
| 3Y | +31.7% | +64.7% | -33.0% | -11.2% |
| All | +31.7% | +63.1% | -31.5% | -11.2% |
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