+302.2%
AEM vs VCIT
+19.0%
+283.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.4% |
| 7D | -6.8% | -1.4% | -5.4% | -3.9% |
| 30D | +0.8% | +0.6% | +0.2% | -0.1% |
| 3M | -0.8% | -2.2% | +1.4% | +4.1% |
| 6M | -8.5% | -2.3% | -6.2% | -3.6% |
| YTD | +5.9% | -2.2% | +8.1% | +11.8% |
| 1Y | +6.6% | -1.4% | +8.0% | +11.0% |
| 3Y | +302.2% | +18.7% | +283.4% | +191.5% |
| All | +302.2% | +19.0% | +283.1% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling