+31.5%
AEM vs VFC
-10.6%
+42.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.2% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | +8.4% | -9.0% | +17.4% | +9.8% |
| 3M | +27.3% | -24.2% | +51.5% | +31.5% |
| 6M | -9.7% | -18.5% | +8.8% | -7.3% |
| YTD | +19.0% | -25.9% | +44.8% | +23.8% |
| 1Y | +31.5% | -13.0% | +44.5% | +37.0% |
| All | +31.5% | -10.6% | +42.1% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling