+20.5%
VEA vs AEM
+17.3%
+3.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.7% | -7.6% | 0.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | -0.4% | +0.1% | -0.5% | -0.7% |
| 3M | -1.7% | +22.1% | -23.8% | -7.0% |
| 6M | +5.1% | +2.4% | +2.7% | +3.3% |
| YTD | +14.4% | +8.9% | +5.5% | +12.0% |
| 1Y | +20.5% | +18.7% | +1.8% | +15.0% |
| All | +20.5% | +17.3% | +3.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling