+1,190.7%
VUG vs AME
+3,572.2%
-2,381.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +0.5% |
| 7D | +0.5% | -1.5% | +2.0% | +1.2% |
| 30D | -8.2% | -4.2% | -4.0% | -6.3% |
| 3M | -5.4% | -5.9% | +0.5% | -2.7% |
| 6M | -2.5% | +2.8% | -5.4% | -4.6% |
| YTD | +4.2% | +16.6% | -12.4% | -5.3% |
| 1Y | +5.0% | +22.1% | -17.1% | -6.9% |
| 3Y | +81.7% | +64.7% | +17.1% | +34.5% |
| 5Y | +62.5% | +76.6% | -14.1% | +15.9% |
| 10Y | +396.3% | +443.9% | -47.6% | +90.3% |
| All | +1,190.7% | +3,572.2% | -2,381.6% | +108.1% |
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