+427.4%
AEM vs VCIT
+30.4%
+397.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.4% | -0.5% | +1.9% | +2.3% |
| 30D | -1.2% | +1.0% | -2.2% | -2.8% |
| 3M | +2.5% | -1.4% | +3.9% | +5.2% |
| 6M | -5.1% | -2.1% | -3.0% | -1.3% |
| YTD | +10.4% | -1.8% | +12.2% | +14.5% |
| 1Y | +11.8% | -1.4% | +13.1% | +15.2% |
| 3Y | +315.6% | +19.3% | +296.4% | +219.1% |
| 5Y | +266.3% | +4.1% | +262.1% | +241.3% |
| 10Y | +427.4% | +30.9% | +396.4% | +172.8% |
| All | +427.4% | +30.4% | +397.0% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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