+355.1%
AEM vs VCLT
+17.1%
+338.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -2.1% | -1.4% | -0.8% | -1.3% |
| 30D | +8.4% | -1.2% | +9.6% | +9.4% |
| 3M | +27.3% | -4.8% | +32.1% | +31.4% |
| 6M | -9.7% | -2.6% | -7.1% | -7.8% |
| YTD | +19.0% | -3.3% | +22.3% | +21.9% |
| 1Y | +31.5% | -4.8% | +36.3% | +35.9% |
| 3Y | +338.7% | +11.5% | +327.2% | +309.2% |
| 5Y | +307.4% | -17.0% | +324.4% | +343.5% |
| All | +355.1% | +17.1% | +338.0% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling