+605.5%
AEM vs VIG
+617.8%
-12.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +4.3% | -0.4% | +4.7% | +4.6% |
| 30D | +13.1% | -2.1% | +15.2% | +14.5% |
| 3M | +24.8% | +3.3% | +21.4% | +22.6% |
| 6M | -8.2% | +9.3% | -17.5% | -12.4% |
| YTD | +19.8% | +10.1% | +9.7% | +14.0% |
| 1Y | +32.1% | +14.7% | +17.3% | +22.9% |
| 3Y | +348.2% | +56.9% | +291.3% | +249.2% |
| 5Y | +297.5% | +62.9% | +234.5% | +201.3% |
| 10Y | +343.3% | +241.3% | +102.0% | +105.0% |
| All | +605.5% | +617.8% | -12.3% | +44.3% |
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