+67.0%
VSH vs AME
+83.9%
-16.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | +3.5% | +1.3% | +2.2% | +2.2% |
| 30D | -4.4% | -6.6% | +2.2% | +2.5% |
| 3M | -45.8% | +3.0% | -48.8% | -46.5% |
| 6M | +90.1% | +5.3% | +84.8% | +84.4% |
| YTD | +120.3% | +15.4% | +104.9% | +97.1% |
| 1Y | +112.2% | +26.8% | +85.4% | +74.2% |
| 3Y | +36.6% | +56.5% | -19.9% | -7.6% |
| 5Y | +67.0% | +85.2% | -18.2% | -3.0% |
| All | +67.0% | +83.9% | -16.9% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling