+53.4%
VT vs AME
+62.5%
-9.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.9% | -1.2% |
| 7D | -4.2% | -11.4% | +7.3% | +1.3% |
| 30D | -5.8% | -12.1% | +6.3% | -0.1% |
| 3M | -5.2% | -12.3% | +7.1% | +0.5% |
| 6M | +0.1% | -4.6% | +4.8% | +1.6% |
| YTD | +8.2% | +9.1% | -0.9% | +2.3% |
| 1Y | +10.1% | +13.3% | -3.2% | +2.1% |
| 3Y | +69.7% | +58.2% | +11.5% | +26.0% |
| 5Y | +53.4% | +63.4% | -10.1% | +6.3% |
| All | +53.4% | +62.5% | -9.2% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling