+297.5%
AEM vs VCIT
+96.4%
+201.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.5% |
| 7D | +15.8% | +0.1% | +15.7% | +15.7% |
| 30D | +6.2% | +1.9% | +4.3% | +3.1% |
| 3M | +14.3% | -1.4% | +15.8% | +17.1% |
| 6M | +1.4% | -2.1% | +3.5% | +5.2% |
| YTD | +13.7% | -1.6% | +15.4% | +17.4% |
| 1Y | +21.3% | -0.9% | +22.2% | +23.9% |
| 3Y | +309.9% | +20.0% | +289.9% | +216.4% |
| 5Y | +301.0% | +3.1% | +297.8% | +282.1% |
| 10Y | +344.0% | +28.7% | +315.3% | +215.4% |
| All | +297.5% | +96.4% | +201.1% | +190.9% |
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