+96.3%
VTR vs AME
+445.1%
-348.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -2.2% |
| 7D | -0.3% | +1.7% | -2.1% | -1.3% |
| 30D | +1.1% | -6.4% | +7.5% | +4.6% |
| 3M | +7.9% | +7.1% | +0.8% | +3.1% |
| 6M | +6.2% | +8.2% | -2.0% | +0.2% |
| YTD | +17.7% | +18.2% | -0.4% | +5.3% |
| 1Y | +32.9% | +26.7% | +6.1% | +13.8% |
| 3Y | +129.7% | +60.7% | +69.0% | +63.1% |
| 5Y | +89.3% | +91.6% | -2.3% | +17.4% |
| All | +96.3% | +445.1% | -348.7% | +1.0% |
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