+355.1%
AEM vs VMC
+156.6%
+198.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -2.1% | -3.8% | +1.6% | -1.6% |
| 30D | +8.4% | -9.7% | +18.1% | +10.0% |
| 3M | +27.3% | -9.6% | +36.9% | +29.0% |
| 6M | -9.7% | -4.8% | -4.8% | -9.0% |
| YTD | +19.0% | -10.9% | +29.8% | +20.8% |
| 1Y | +31.5% | -15.6% | +47.1% | +34.3% |
| 3Y | +338.7% | +19.3% | +319.4% | +328.7% |
| 5Y | +307.4% | +48.0% | +259.4% | +286.3% |
| All | +355.1% | +156.6% | +198.5% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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