+165.8%
VXUS vs AME
+885.8%
-719.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | -4.1% | +4.6% | +2.5% |
| 30D | -2.5% | -4.1% | +1.6% | -0.8% |
| 3M | -4.6% | -5.6% | +1.0% | -2.3% |
| 6M | -2.6% | +2.8% | -5.5% | -4.6% |
| YTD | +10.4% | +16.6% | -6.2% | +1.3% |
| 1Y | +12.9% | +21.1% | -8.2% | +1.5% |
| 3Y | +68.4% | +61.1% | +7.3% | +27.5% |
| 5Y | +47.7% | +76.6% | -28.9% | +5.1% |
| 10Y | +142.2% | +431.3% | -289.1% | -10.0% |
| All | +165.8% | +885.8% | -719.9% | -34.1% |
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