+337.0%
AEM vs VT
+222.7%
+114.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | +24.0% | +1.0% | +23.0% | +23.5% |
| 3M | +16.1% | +2.4% | +13.7% | +15.0% |
| 6M | -11.6% | +12.0% | -23.6% | -16.1% |
| YTD | +21.5% | +15.3% | +6.2% | +13.9% |
| 1Y | +39.2% | +22.6% | +16.6% | +26.9% |
| 3Y | +347.4% | +74.7% | +272.8% | +245.8% |
| 5Y | +290.1% | +66.1% | +224.0% | +201.6% |
| All | +337.0% | +222.7% | +114.2% | +123.2% |
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