+596.5%
AEM vs VYM
+484.2%
+112.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -5.0% | -1.9% | -3.2% | -4.2% |
| 30D | +8.5% | -2.6% | +11.0% | +9.9% |
| 3M | +29.3% | +3.6% | +25.7% | +27.1% |
| 6M | -12.9% | +8.7% | -21.6% | -16.1% |
| YTD | +16.8% | +14.1% | +2.6% | +9.9% |
| 1Y | +29.8% | +17.8% | +12.0% | +20.5% |
| 3Y | +336.7% | +64.5% | +272.2% | +244.4% |
| 5Y | +299.9% | +77.5% | +222.4% | +204.2% |
| 10Y | +362.2% | +206.1% | +156.1% | +155.3% |
| All | +596.5% | +484.2% | +112.4% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling