+304.9%
AEM vs VWO
+34.0%
+270.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.3% |
| 7D | -2.1% | -1.8% | -0.4% | -0.6% |
| 30D | +8.4% | -0.1% | +8.5% | +8.6% |
| 3M | +27.3% | +2.2% | +25.0% | +25.1% |
| 6M | -9.7% | +8.8% | -18.4% | -14.9% |
| YTD | +19.0% | +12.4% | +6.6% | +9.9% |
| 1Y | +31.5% | +15.6% | +15.9% | +19.3% |
| 3Y | +338.7% | +62.5% | +276.2% | +210.4% |
| All | +304.9% | +34.0% | +270.8% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling