+183.8%
VXUS vs AME
+881.9%
-698.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | +2.2% | -6.7% | +8.9% | +5.7% |
| 3M | +3.0% | +4.1% | -1.1% | +0.7% |
| 6M | +10.7% | +1.6% | +9.1% | +9.4% |
| YTD | +17.8% | +16.1% | +1.7% | +8.8% |
| 1Y | +27.6% | +27.3% | +0.2% | +12.0% |
| 3Y | +73.3% | +50.9% | +22.4% | +36.2% |
| 5Y | +54.3% | +81.4% | -27.0% | +8.5% |
| 10Y | +149.8% | +417.0% | -267.1% | -5.5% |
| All | +183.8% | +881.9% | -698.1% | -29.3% |
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