+324.8%
AEM vs VCIT
+98.3%
+226.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.6% |
| 3M | +16.1% | -1.0% | +17.1% | +18.1% |
| 6M | -11.6% | -1.8% | -9.8% | -8.6% |
| YTD | +21.5% | -0.7% | +22.2% | +23.6% |
| 1Y | +39.2% | +1.0% | +38.2% | +38.1% |
| 3Y | +347.4% | +18.8% | +328.6% | +249.8% |
| 5Y | +290.1% | +3.5% | +286.7% | +269.4% |
| 10Y | +357.8% | +29.2% | +328.6% | +223.1% |
| All | +324.8% | +98.3% | +226.5% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling