+128.8%
AEM vs VG
-38.0%
+166.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.4% |
| 7D | +4.3% | -2.5% | +6.8% | +4.3% |
| 30D | +13.1% | +11.1% | +2.0% | +13.3% |
| 3M | +24.8% | +14.9% | +9.9% | +25.1% |
| 6M | -8.2% | +18.4% | -26.6% | -8.6% |
| YTD | +19.8% | +116.6% | -96.7% | +14.8% |
| 1Y | +32.1% | +9.4% | +22.7% | +29.3% |
| All | +128.8% | -38.0% | +166.8% | +123.3% |
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