+1,636.0%
VSH vs AME
+18,709.1%
-17,073.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.5% |
| 7D | +4.1% | +0.6% | +3.4% | +3.7% |
| 30D | -4.2% | -6.7% | +2.5% | +0.1% |
| 3M | -50.0% | +4.1% | -54.0% | -50.6% |
| 6M | +80.2% | +1.6% | +78.6% | +81.3% |
| YTD | +121.1% | +16.1% | +104.9% | +105.7% |
| 1Y | +112.0% | +27.3% | +84.7% | +86.6% |
| 3Y | +22.5% | +50.9% | -28.3% | -1.9% |
| 5Y | +64.0% | +81.4% | -17.3% | +18.4% |
| 10Y | +170.4% | +417.0% | -246.6% | +11.9% |
| All | +1,636.0% | +18,709.1% | -17,073.1% | +82.2% |
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 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