+2,030.5%
AEM vs VO
+827.2%
+1,203.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | +24.0% | -0.3% | +24.4% | +24.3% |
| 3M | +16.1% | +2.9% | +13.1% | +14.4% |
| 6M | -11.6% | +9.3% | -21.0% | -15.6% |
| YTD | +21.5% | +14.2% | +7.4% | +13.5% |
| 1Y | +39.2% | +15.3% | +23.9% | +29.3% |
| 3Y | +347.4% | +56.2% | +291.2% | +247.9% |
| 5Y | +290.1% | +42.4% | +247.7% | +214.6% |
| 10Y | +357.8% | +194.7% | +163.0% | +124.1% |
| All | +2,030.5% | +827.2% | +1,203.3% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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