+362.7%
AEM vs VT
+215.5%
+147.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +15.8% | -2.3% | +18.2% | +17.2% |
| 30D | +6.2% | -5.0% | +11.2% | +9.3% |
| 3M | +14.3% | -4.9% | +19.2% | +17.8% |
| 6M | +1.4% | -1.5% | +2.9% | +2.9% |
| YTD | +13.7% | +8.5% | +5.2% | +10.5% |
| 1Y | +21.3% | +11.4% | +9.9% | +16.6% |
| 3Y | +309.9% | +70.1% | +239.8% | +225.5% |
| 5Y | +301.0% | +53.7% | +247.2% | +224.3% |
| All | +362.7% | +215.5% | +147.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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