+3,448.7%
AEM vs VTRS
+548.0%
+2,900.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.9% |
| 7D | -5.0% | -3.3% | -1.7% | -4.9% |
| 30D | +8.5% | +1.4% | +7.1% | +8.4% |
| 3M | +29.3% | +4.6% | +24.6% | +28.9% |
| 6M | -12.9% | +18.1% | -31.0% | -13.8% |
| YTD | +16.8% | +34.7% | -17.9% | +14.8% |
| 1Y | +29.8% | +65.6% | -35.8% | +26.2% |
| 3Y | +336.7% | +83.8% | +253.0% | +320.7% |
| 5Y | +299.9% | +46.5% | +253.5% | +287.5% |
| 10Y | +362.2% | -48.6% | +410.8% | +362.0% |
| All | +3,448.7% | +548.0% | +2,900.7% | +4,153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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