+318.8%
AEM vs VCLT
+103.3%
+215.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | +0.3% | +4.0% | +4.1% |
| 30D | +13.1% | -0.6% | +13.7% | +13.6% |
| 3M | +24.8% | -2.2% | +27.0% | +26.5% |
| 6M | -8.2% | -2.9% | -5.4% | -6.4% |
| YTD | +19.8% | -2.1% | +21.9% | +21.6% |
| 1Y | +32.1% | -2.6% | +34.6% | +34.4% |
| 3Y | +348.2% | +12.5% | +335.7% | +317.7% |
| 5Y | +297.5% | -15.3% | +312.8% | +327.8% |
| 10Y | +343.3% | +16.6% | +326.7% | +297.9% |
| All | +318.8% | +103.3% | +215.5% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling