+213.7%
VT vs AME
+442.8%
-229.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.1% |
| 7D | -2.3% | -5.2% | +2.8% | +0.2% |
| 30D | -5.0% | -8.0% | +3.1% | -1.1% |
| 3M | -4.9% | -8.9% | +4.0% | -0.7% |
| 6M | -1.5% | -5.0% | +3.4% | +0.3% |
| YTD | +8.5% | +11.9% | -3.4% | +0.9% |
| 1Y | +11.4% | +16.6% | -5.3% | +1.3% |
| 3Y | +70.1% | +62.5% | +7.6% | +25.8% |
| 5Y | +53.7% | +67.6% | -13.9% | +10.5% |
| All | +213.7% | +442.8% | -229.1% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling