+346.7%
AEM vs VCLT
+17.0%
+329.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -5.0% | -1.3% | -3.8% | -4.2% |
| 30D | +8.5% | -1.1% | +9.6% | +9.3% |
| 3M | +29.3% | -3.7% | +33.0% | +32.5% |
| 6M | -12.9% | -4.0% | -8.9% | -10.4% |
| YTD | +16.8% | -3.4% | +20.2% | +19.6% |
| 1Y | +29.8% | -4.1% | +34.0% | +33.6% |
| 3Y | +336.7% | +11.0% | +325.8% | +308.6% |
| 5Y | +299.9% | -17.0% | +316.9% | +335.5% |
| All | +346.7% | +17.0% | +329.7% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling