+75.8%
VT vs AME
+50.7%
+25.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +1.0% | -6.7% | +7.7% | +3.6% |
| 3M | +2.4% | +4.1% | -1.7% | +0.6% |
| 6M | +12.0% | +1.6% | +10.4% | +10.7% |
| YTD | +15.3% | +16.1% | -0.8% | +8.3% |
| 1Y | +22.6% | +27.3% | -4.7% | +11.0% |
| All | +75.8% | +50.7% | +25.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling