+3,594.0%
AEM vs VFC
+845.1%
+2,748.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | +24.0% | -11.6% | +35.6% | +25.0% |
| 3M | +16.1% | -18.1% | +34.2% | +17.3% |
| 6M | -11.6% | -27.4% | +15.7% | -10.1% |
| YTD | +21.5% | -24.8% | +46.4% | +23.4% |
| 1Y | +39.2% | -8.2% | +47.4% | +39.3% |
| 3Y | +347.4% | -29.1% | +376.5% | +343.1% |
| 5Y | +290.1% | -79.2% | +369.3% | +310.7% |
| 10Y | +357.8% | -68.1% | +425.9% | +362.6% |
| All | +3,594.0% | +845.1% | +2,748.9% | +4,782.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling