+76.3%
VUG vs AME
+85.0%
-8.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +2.8% | -1.9% | -0.8% |
| 30D | -1.4% | -6.3% | +4.8% | +2.2% |
| 3M | +2.3% | +5.4% | -3.1% | -1.2% |
| 6M | +15.7% | +7.4% | +8.2% | +9.8% |
| YTD | +8.6% | +16.2% | -7.5% | -2.3% |
| 1Y | +14.1% | +26.8% | -12.8% | -3.5% |
| 3Y | +87.9% | +57.5% | +30.4% | +31.7% |
| 5Y | +76.3% | +84.8% | -8.5% | +5.5% |
| All | +76.3% | +85.0% | -8.7% | +5.5% |
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