+223.0%
VT vs AME
+416.5%
-193.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | +1.0% | -6.7% | +7.7% | +4.6% |
| 3M | +2.4% | +4.1% | -1.7% | -0.1% |
| 6M | +12.0% | +1.6% | +10.4% | +10.4% |
| YTD | +15.3% | +16.1% | -0.8% | +5.7% |
| 1Y | +22.6% | +27.3% | -4.7% | +6.5% |
| 3Y | +74.7% | +50.9% | +23.8% | +35.5% |
| 5Y | +66.1% | +81.4% | -15.2% | +14.8% |
| All | +223.0% | +416.5% | -193.5% | +39.8% |
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 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