+75.7%
VTI vs AME
+59.6%
+16.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.5% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | -1.4% | -6.4% | +5.0% | +1.2% |
| 3M | +3.6% | +7.1% | -3.5% | +0.4% |
| 6M | +13.6% | +8.2% | +5.4% | +9.3% |
| YTD | +12.9% | +18.2% | -5.3% | +4.3% |
| 1Y | +17.2% | +26.7% | -9.5% | +4.8% |
| 3Y | +75.7% | +60.7% | +15.0% | +37.2% |
| All | +75.7% | +59.6% | +16.1% | +37.2% |
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