+346.7%
AEM vs VSH
+179.3%
+167.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -5.0% | +3.1% | -8.1% | -5.3% |
| 30D | +8.5% | -5.7% | +14.2% | +9.0% |
| 3M | +29.3% | -42.5% | +71.7% | +35.5% |
| 6M | -12.9% | +82.7% | -95.6% | -18.5% |
| YTD | +16.8% | +118.2% | -101.5% | +7.4% |
| 1Y | +29.8% | +109.7% | -79.8% | +19.7% |
| 3Y | +336.7% | +35.3% | +301.4% | +314.8% |
| 5Y | +299.9% | +65.6% | +234.3% | +270.3% |
| All | +346.7% | +179.3% | +167.4% | +271.4% |
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