+1,346.3%
VSH vs AME
+18,777.7%
-17,431.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.2% | +9.3% | +10.8% |
| 7D | +3.5% | -1.5% | +5.0% | +5.3% |
| 30D | -22.4% | -4.2% | -18.3% | -19.3% |
| 3M | -25.2% | -5.9% | -19.2% | -21.0% |
| 6M | -22.5% | +2.8% | -25.4% | -21.6% |
| YTD | +84.2% | +16.6% | +67.6% | +73.7% |
| 1Y | +87.1% | +22.1% | +65.0% | +71.8% |
| 3Y | +31.7% | +64.7% | -33.0% | +1.7% |
| 5Y | +42.6% | +76.6% | -34.0% | +6.2% |
| 10Y | +116.6% | +443.9% | -327.3% | -11.4% |
| All | +1,346.3% | +18,777.7% | -17,431.4% | +53.8% |
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