+221.8%
VT vs AME
+444.5%
-222.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.4% | +5.9% | -3.5% | -0.6% |
| 30D | -1.5% | -1.9% | +0.4% | -0.8% |
| 3M | -4.1% | -5.4% | +1.2% | -1.8% |
| 6M | +0.6% | +4.9% | -4.4% | -2.7% |
| YTD | +11.0% | +18.5% | -7.4% | +0.3% |
| 1Y | +13.3% | +25.5% | -12.1% | -0.8% |
| 3Y | +73.4% | +63.0% | +10.4% | +28.3% |
| 5Y | +57.4% | +78.3% | -20.9% | +9.4% |
| All | +221.8% | +444.5% | -222.6% | +37.6% |
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