+269.7%
AEM vs VSXY
+37.5%
+232.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.8% |
| 7D | -2.1% | +0.1% | -2.3% | -2.1% |
| 30D | +8.4% | -18.7% | +27.1% | +9.0% |
| 3M | +27.3% | -4.0% | +31.3% | +27.3% |
| 6M | -9.7% | +67.5% | -77.1% | -11.2% |
| YTD | +19.0% | +39.7% | -20.7% | +17.3% |
| 1Y | +31.5% | +180.0% | -148.5% | +28.2% |
| 3Y | +338.7% | +337.3% | +1.4% | +319.0% |
| 5Y | +307.4% | +22.7% | +284.8% | +282.7% |
| All | +269.7% | +37.5% | +232.1% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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