+304.9%
AEM vs VCLT
-17.2%
+322.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -2.1% | -1.4% | -0.8% | -1.1% |
| 30D | +8.4% | -1.2% | +9.6% | +9.5% |
| 3M | +27.3% | -4.8% | +32.1% | +31.9% |
| 6M | -9.7% | -2.6% | -7.1% | -7.6% |
| YTD | +19.0% | -3.3% | +22.3% | +22.2% |
| 1Y | +31.5% | -4.8% | +36.3% | +36.4% |
| 3Y | +338.7% | +11.5% | +327.2% | +305.2% |
| All | +304.9% | -17.2% | +322.1% | +298.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling