+408.7%
AEM vs VSH
+115.4%
+293.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | -6.8% | +14.3% | -21.2% | -8.2% |
| 30D | +0.8% | -7.9% | +8.7% | +1.2% |
| 3M | -0.8% | -19.9% | +19.0% | +0.7% |
| 6M | -8.5% | -30.5% | +22.0% | -6.4% |
| YTD | +5.9% | +85.7% | -79.7% | -1.3% |
| 1Y | +6.6% | +98.9% | -92.3% | -1.4% |
| 3Y | +302.2% | +32.1% | +270.1% | +281.8% |
| 5Y | +250.8% | +39.7% | +211.1% | +229.1% |
| All | +408.7% | +115.4% | +293.3% | +378.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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