+523.8%
AEM vs VIG
+655.8%
-132.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.8% | +3.5% | -10.3% | -8.6% |
| 30D | +0.8% | +4.9% | -4.1% | -2.0% |
| 3M | -0.8% | +2.5% | -3.4% | -2.2% |
| 6M | -8.5% | +11.0% | -19.5% | -13.6% |
| YTD | +5.9% | +16.0% | -10.0% | -2.1% |
| 1Y | +6.6% | +17.5% | -10.9% | -2.2% |
| 3Y | +302.2% | +67.0% | +235.2% | +202.7% |
| 5Y | +250.8% | +64.8% | +186.0% | +164.2% |
| 10Y | +406.1% | +263.6% | +142.5% | +125.2% |
| All | +523.8% | +655.8% | -132.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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