+249.4%
AEM vs VT
+345.0%
-95.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.1% | +5.7% |
| 7D | +7.5% | -4.2% | +11.6% | +10.4% |
| 30D | +1.6% | -5.8% | +7.4% | +5.7% |
| 3M | +14.5% | -5.2% | +19.8% | +18.9% |
| 6M | +6.6% | +0.1% | +6.5% | +7.3% |
| YTD | +12.2% | +8.2% | +4.0% | +8.1% |
| 1Y | +19.4% | +10.1% | +9.3% | +14.0% |
| 3Y | +302.1% | +69.7% | +232.4% | +192.7% |
| 5Y | +295.7% | +53.4% | +242.3% | +203.8% |
| 10Y | +338.2% | +219.2% | +119.0% | +98.8% |
| All | +249.4% | +345.0% | -95.6% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling