+355.1%
AEM vs VWO
+117.1%
+238.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -2.1% | -1.8% | -0.4% | -1.1% |
| 30D | +8.4% | -0.1% | +8.5% | +8.6% |
| 3M | +27.3% | +2.2% | +25.0% | +25.9% |
| 6M | -9.7% | +8.8% | -18.4% | -13.0% |
| YTD | +19.0% | +12.4% | +6.6% | +13.0% |
| 1Y | +31.5% | +15.6% | +15.9% | +23.5% |
| 3Y | +338.7% | +62.5% | +276.2% | +251.3% |
| 5Y | +307.4% | +34.3% | +273.2% | +246.5% |
| All | +355.1% | +117.1% | +238.0% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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