+250.7%
AEM vs VSH
+46.9%
+203.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.6% | -3.5% |
| 7D | -5.6% | +26.2% | -31.8% | -8.4% |
| 30D | -3.9% | -12.5% | +8.6% | -2.8% |
| 3M | -3.4% | -16.9% | +13.5% | -2.0% |
| 6M | -9.0% | -17.0% | +7.9% | -8.4% |
| YTD | +5.9% | +93.8% | -87.9% | -3.4% |
| 1Y | +4.0% | +99.3% | -95.4% | -5.6% |
| 3Y | +298.8% | +35.0% | +263.8% | +281.9% |
| 5Y | +250.7% | +45.8% | +204.9% | +219.5% |
| All | +250.7% | +46.9% | +203.8% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling