+301.0%
AEM vs VFC
-78.7%
+379.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +3.0% | -2.3% | +5.4% | +3.2% |
| 30D | +12.5% | -13.4% | +25.8% | +13.8% |
| 3M | +26.9% | -23.7% | +50.6% | +29.4% |
| 6M | -9.4% | -24.5% | +15.0% | -7.7% |
| YTD | +20.3% | -27.8% | +48.1% | +23.0% |
| 1Y | +33.8% | -13.5% | +47.2% | +34.8% |
| 3Y | +349.8% | -27.1% | +376.9% | +343.5% |
| 5Y | +301.0% | -79.0% | +380.0% | +325.2% |
| All | +301.0% | -78.7% | +379.7% | +325.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling