+3,255.3%
AEM vs VFC
+1,360.5%
+1,894.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -1.2% | +30.7% | -31.9% | -2.9% |
| 3M | +2.5% | +40.6% | -38.1% | +0.3% |
| 6M | -5.1% | +16.5% | -21.6% | -6.3% |
| YTD | +10.4% | +16.2% | -5.8% | +8.9% |
| 1Y | +11.8% | +42.4% | -30.7% | +9.0% |
| 3Y | +315.6% | +48.1% | +267.6% | +293.9% |
| 5Y | +266.3% | -67.8% | +334.1% | +274.9% |
| 10Y | +427.4% | -48.5% | +475.8% | +416.7% |
| All | +3,255.3% | +1,360.5% | +1,894.8% | +4,210.8% |
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