+110.8%
AEM vs VG
-46.6%
+157.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.2% |
| 7D | +1.4% | +5.5% | -4.1% | +1.6% |
| 30D | -1.2% | -3.6% | +2.4% | -1.2% |
| 3M | +2.5% | -4.0% | +6.5% | +2.5% |
| 6M | -5.1% | +9.4% | -14.5% | -5.1% |
| YTD | +10.4% | +86.6% | -76.2% | +5.6% |
| 1Y | +11.8% | +69.5% | -57.7% | +7.3% |
| All | +110.8% | -46.6% | +157.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling