+408.7%
AEM vs VFC
-48.6%
+457.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.2% |
| 7D | -6.8% | +1.6% | -8.5% | -6.9% |
| 30D | +0.8% | +25.5% | -24.7% | -0.7% |
| 3M | -0.8% | +41.3% | -42.1% | -3.2% |
| 6M | -8.5% | +22.2% | -30.7% | -10.0% |
| YTD | +5.9% | +16.4% | -10.5% | +4.5% |
| 1Y | +6.6% | +38.4% | -31.8% | +4.1% |
| 3Y | +302.2% | +56.2% | +246.0% | +279.3% |
| 5Y | +250.8% | -68.2% | +318.9% | +252.7% |
| All | +408.7% | -48.6% | +457.3% | +438.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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