+146.4%
VXUS vs AME
+421.6%
-275.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +2.8% | -1.2% | +0.3% |
| 30D | +1.0% | -6.3% | +7.3% | +4.0% |
| 3M | +5.7% | +5.4% | +0.3% | +2.9% |
| 6M | +13.6% | +7.4% | +6.1% | +9.5% |
| YTD | +17.4% | +16.2% | +1.2% | +9.0% |
| 1Y | +25.1% | +26.8% | -1.7% | +11.1% |
| 3Y | +75.8% | +57.5% | +18.3% | +37.6% |
| 5Y | +55.4% | +84.8% | -29.5% | +10.7% |
| 10Y | +146.4% | +424.3% | -277.9% | +14.0% |
| All | +146.4% | +421.6% | -275.2% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling