+273.7%
AEM vs VSXY
+37.7%
+236.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.5% |
| 7D | +3.0% | -10.7% | +13.7% | +3.3% |
| 30D | +12.5% | -24.3% | +36.7% | +13.3% |
| 3M | +26.9% | +1.0% | +25.9% | +26.8% |
| 6M | -9.4% | +57.4% | -66.8% | -10.9% |
| YTD | +20.3% | +39.8% | -19.5% | +18.6% |
| 1Y | +33.8% | +196.5% | -162.7% | +30.3% |
| 3Y | +349.8% | +357.2% | -7.4% | +329.4% |
| 5Y | +301.0% | +18.9% | +282.1% | +276.2% |
| All | +273.7% | +37.7% | +236.1% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling