+386.8%
AEM vs VLTO
+56.1%
+330.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +17.8% | +2.0% | +15.8% | +17.6% |
| 30D | +6.2% | +21.8% | -15.6% | +4.2% |
| 3M | +12.5% | +20.2% | -7.7% | +10.5% |
| 6M | +4.4% | +36.3% | -31.9% | +1.2% |
| YTD | +19.2% | +18.8% | +0.4% | +17.3% |
| 1Y | +25.5% | +20.4% | +5.1% | +23.2% |
| 3Y | +346.4% | +71.9% | +274.5% | +339.4% |
| All | +386.8% | +56.1% | +330.7% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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