+297.4%
AEM vs VSXY
+19.0%
+278.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.8% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | +8.5% | -22.1% | +30.5% | +9.2% |
| 3M | +29.3% | -1.1% | +30.4% | +29.2% |
| 6M | -12.9% | +53.8% | -66.8% | -14.5% |
| YTD | +16.8% | +35.5% | -18.7% | +15.0% |
| 1Y | +29.8% | +186.0% | -156.2% | +25.8% |
| 3Y | +336.7% | +343.2% | -6.4% | +311.1% |
| All | +297.4% | +19.0% | +278.4% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling