+1,250.4%
VUG vs AME
+3,558.9%
-2,308.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.3% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | -0.3% | -6.7% | +6.4% | +3.3% |
| 3M | -0.7% | +4.1% | -4.8% | -3.1% |
| 6M | +14.6% | +1.6% | +13.0% | +12.9% |
| YTD | +9.0% | +16.1% | -7.1% | -0.4% |
| 1Y | +14.9% | +27.3% | -12.5% | -0.6% |
| 3Y | +86.0% | +50.9% | +35.2% | +44.7% |
| 5Y | +76.7% | +81.4% | -4.7% | +24.5% |
| 10Y | +411.3% | +417.0% | -5.7% | +101.6% |
| All | +1,250.4% | +3,558.9% | -2,308.4% | +118.8% |
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