+346.7%
AEM vs VSAT
+3.1%
+343.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.2% |
| 7D | -5.0% | +3.4% | -8.5% | -5.4% |
| 30D | +8.5% | -12.2% | +20.7% | +9.7% |
| 3M | +29.3% | +20.6% | +8.7% | +25.7% |
| 6M | -12.9% | +60.2% | -73.1% | -17.9% |
| YTD | +16.8% | +115.3% | -98.5% | +6.8% |
| 1Y | +29.8% | +154.6% | -124.7% | +16.4% |
| 3Y | +336.7% | +211.2% | +125.6% | +262.6% |
| 5Y | +299.9% | +52.7% | +247.3% | +243.8% |
| All | +346.7% | +3.1% | +343.6% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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