+337.0%
AEM vs VCIT
+28.6%
+308.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | -0.3% | -0.2% | +0.1% |
| 30D | +24.0% | -0.8% | +24.8% | +25.7% |
| 3M | +16.1% | -1.0% | +17.1% | +18.3% |
| 6M | -11.6% | -1.8% | -9.8% | -8.4% |
| YTD | +21.5% | -0.7% | +22.2% | +23.7% |
| 1Y | +39.2% | +1.0% | +38.2% | +38.0% |
| 3Y | +347.4% | +18.8% | +328.6% | +242.4% |
| 5Y | +290.1% | +3.5% | +286.7% | +267.1% |
| All | +337.0% | +28.6% | +308.4% | +159.5% |
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