+1,202.4%
VUG vs AME
+3,594.6%
-2,392.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | -7.0% | -4.1% | -2.9% | -5.1% |
| 3M | -3.7% | -6.3% | +2.6% | -0.7% |
| 6M | -1.6% | +3.5% | -5.2% | -4.1% |
| YTD | +5.1% | +17.3% | -12.1% | -4.7% |
| 1Y | +3.8% | +22.0% | -18.3% | -8.0% |
| 3Y | +79.9% | +62.0% | +17.9% | +34.3% |
| 5Y | +66.4% | +78.5% | -12.1% | +18.0% |
| 10Y | +405.3% | +441.6% | -36.4% | +94.2% |
| All | +1,202.4% | +3,594.6% | -2,392.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling