+396.2%
VUG vs AME
+438.4%
-42.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | -4.1% | +2.9% | +1.1% |
| 30D | -8.9% | -4.1% | -4.7% | -6.8% |
| 3M | -5.9% | -5.6% | -0.3% | -3.2% |
| 6M | -3.3% | +2.8% | -6.1% | -5.6% |
| YTD | +3.4% | +16.6% | -13.2% | -6.9% |
| 1Y | +1.9% | +21.1% | -19.2% | -10.3% |
| 3Y | +76.9% | +61.1% | +15.8% | +27.9% |
| 5Y | +63.9% | +76.6% | -12.7% | +11.3% |
| 10Y | +396.2% | +431.3% | -35.1% | +109.3% |
| All | +396.2% | +438.4% | -42.2% | +109.3% |
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 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