+3,459.3%
AEM vs VICR
+11,731.3%
-8,272.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.2% | +0.6% |
| 7D | +3.0% | +1.3% | +1.7% | +2.9% |
| 30D | +12.5% | -11.9% | +24.4% | +13.0% |
| 3M | +26.9% | -35.1% | +62.1% | +28.8% |
| 6M | -9.4% | +8.1% | -17.6% | -10.5% |
| YTD | +20.3% | +67.8% | -47.5% | +16.8% |
| 1Y | +33.8% | +267.3% | -233.5% | +25.8% |
| 3Y | +349.8% | +191.2% | +158.6% | +319.9% |
| 5Y | +301.0% | +48.1% | +252.9% | +276.3% |
| 10Y | +376.1% | +1,546.1% | -1,170.0% | +306.5% |
| All | +3,459.3% | +11,731.3% | -8,272.0% | +3,850.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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