+348.2%
AEM vs VFC
-25.9%
+374.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.3% |
| 7D | +4.3% | +0.8% | +3.5% | +4.3% |
| 30D | +13.1% | -11.9% | +25.1% | +14.0% |
| 3M | +24.8% | -20.2% | +44.9% | +26.3% |
| 6M | -8.2% | -23.0% | +14.7% | -6.9% |
| YTD | +19.8% | -26.2% | +46.0% | +21.9% |
| 1Y | +32.1% | -13.3% | +45.4% | +33.3% |
| 3Y | +348.2% | -25.5% | +373.7% | +339.9% |
| All | +348.2% | -25.9% | +374.1% | +339.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling