+327.8%
VWO vs AME
+2,193.4%
-1,865.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +2.8% | -1.9% | -0.8% |
| 30D | +1.3% | -6.3% | +7.5% | +5.2% |
| 3M | +5.1% | +5.4% | -0.3% | +1.4% |
| 6M | +12.5% | +7.4% | +5.1% | +7.0% |
| YTD | +14.0% | +16.2% | -2.1% | +3.0% |
| 1Y | +19.7% | +26.8% | -7.1% | +1.8% |
| 3Y | +66.8% | +57.5% | +9.3% | +19.4% |
| 5Y | +36.2% | +84.8% | -48.7% | -14.5% |
| 10Y | +111.0% | +424.3% | -313.3% | -42.1% |
| All | +327.8% | +2,193.4% | -1,865.5% | -62.5% |
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 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