+1,367.1%
VSH vs AME
+18,783.2%
-17,416.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.6% | -4.1% | +2.6% | +1.8% |
| 30D | -21.3% | -4.1% | -17.2% | -18.2% |
| 3M | -18.9% | -5.6% | -13.3% | -14.6% |
| 6M | -21.4% | +2.8% | -24.3% | -20.5% |
| YTD | +86.8% | +16.6% | +70.2% | +76.2% |
| 1Y | +85.8% | +21.1% | +64.7% | +71.5% |
| 3Y | +30.1% | +61.1% | -30.9% | +1.9% |
| 5Y | +42.8% | +76.6% | -33.8% | +6.4% |
| 10Y | +121.2% | +431.3% | -310.1% | -8.3% |
| All | +1,367.1% | +18,783.2% | -17,416.1% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling