+3,594.0%
AEM vs VSH
+1,674.8%
+1,919.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.5% |
| 7D | -0.5% | +4.1% | -4.6% | -0.8% |
| 30D | +24.0% | -4.2% | +28.2% | +24.3% |
| 3M | +16.1% | -50.0% | +66.1% | +21.3% |
| 6M | -11.6% | +80.2% | -91.8% | -15.9% |
| YTD | +21.5% | +121.1% | -99.5% | +13.9% |
| 1Y | +39.2% | +112.0% | -72.8% | +30.6% |
| 3Y | +347.4% | +22.5% | +324.9% | +330.4% |
| 5Y | +290.1% | +64.0% | +226.1% | +266.1% |
| 10Y | +357.8% | +170.4% | +187.4% | +307.7% |
| All | +3,594.0% | +1,674.8% | +1,919.1% | +2,941.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling