+355.1%
AEM vs VFC
-69.1%
+424.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.6% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | +8.4% | -9.0% | +17.4% | +9.1% |
| 3M | +27.3% | -24.2% | +51.5% | +29.3% |
| 6M | -9.7% | -18.5% | +8.8% | -8.6% |
| YTD | +19.0% | -25.9% | +44.8% | +20.9% |
| 1Y | +31.5% | -13.0% | +44.5% | +32.2% |
| 3Y | +338.7% | -20.3% | +359.0% | +332.0% |
| 5Y | +307.4% | -78.1% | +385.5% | +319.7% |
| All | +355.1% | -69.1% | +424.1% | +403.4% |
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