+338.7%
AEM vs VYM
+65.1%
+273.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.5% |
| 30D | +8.4% | -2.2% | +10.7% | +10.4% |
| 3M | +27.3% | +3.1% | +24.2% | +24.4% |
| 6M | -9.7% | +9.7% | -19.4% | -15.3% |
| YTD | +19.0% | +14.9% | +4.1% | +8.7% |
| 1Y | +31.5% | +17.6% | +13.9% | +18.6% |
| 3Y | +338.7% | +65.3% | +273.4% | +202.6% |
| All | +338.7% | +65.1% | +273.6% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling