+249.0%
AEM vs VMC
+42.8%
+206.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -6.8% | -1.3% | -5.6% | -6.5% |
| 30D | +0.8% | +15.5% | -14.6% | -2.9% |
| 3M | -0.8% | +0.6% | -1.4% | -1.1% |
| 6M | -8.5% | +2.1% | -10.6% | -9.3% |
| YTD | +5.9% | -1.6% | +7.5% | +6.0% |
| 1Y | +6.6% | -1.2% | +7.8% | +6.6% |
| 3Y | +302.2% | +35.3% | +266.9% | +272.2% |
| All | +249.0% | +42.8% | +206.1% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling