+161.1%
VEA vs AEM
+378.0%
-216.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -1.5% | -2.1% | +0.7% | -1.1% |
| 30D | -0.8% | +8.4% | -9.3% | -2.1% |
| 3M | +2.5% | +27.3% | -24.8% | -1.4% |
| 6M | +11.1% | -9.7% | +20.8% | +11.9% |
| YTD | +17.2% | +19.0% | -1.8% | +13.5% |
| 1Y | +24.5% | +31.5% | -7.0% | +18.7% |
| 3Y | +75.4% | +338.7% | -263.3% | +42.0% |
| 5Y | +61.1% | +307.4% | -246.3% | +29.7% |
| All | +161.1% | +378.0% | -216.9% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling