+62.5%
VWO vs AME
+59.6%
+2.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -0.1% | -6.4% | +6.3% | +1.9% |
| 3M | +2.2% | +7.1% | -4.8% | 0.0% |
| 6M | +8.8% | +8.2% | +0.6% | +5.9% |
| YTD | +12.4% | +18.2% | -5.8% | +7.1% |
| 1Y | +15.6% | +26.7% | -11.2% | +8.1% |
| 3Y | +62.5% | +60.7% | +1.8% | +38.4% |
| All | +62.5% | +59.6% | +2.9% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling