+1,603.8%
AEM vs VWO
+317.6%
+1,286.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.0% |
| 7D | -5.0% | -1.7% | -3.3% | -4.1% |
| 30D | +8.5% | -0.3% | +8.8% | +8.7% |
| 3M | +29.3% | +4.0% | +25.3% | +26.6% |
| 6M | -12.9% | +8.1% | -21.0% | -16.2% |
| YTD | +16.8% | +11.6% | +5.1% | +10.7% |
| 1Y | +29.8% | +16.2% | +13.6% | +20.5% |
| 3Y | +336.7% | +63.3% | +273.5% | +234.5% |
| 5Y | +299.9% | +33.4% | +266.6% | +240.8% |
| 10Y | +362.2% | +113.3% | +248.9% | +186.0% |
| All | +1,603.8% | +317.6% | +1,286.2% | +397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling