+172.5%
VEA vs AEM
+535.0%
-362.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +1.9% | +4.3% | -2.5% | +1.2% |
| 30D | +0.8% | +13.1% | -12.4% | -1.2% |
| 3M | +5.7% | +24.8% | -19.1% | +2.0% |
| 6M | +13.3% | -8.2% | +21.5% | +14.0% |
| YTD | +18.4% | +19.8% | -1.4% | +14.4% |
| 1Y | +27.0% | +32.1% | -5.1% | +20.6% |
| 3Y | +79.3% | +348.2% | -268.9% | +42.0% |
| 5Y | +62.1% | +297.5% | -235.3% | +28.6% |
| 10Y | +160.3% | +343.3% | -183.0% | +94.4% |
| All | +172.5% | +535.0% | -362.4% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling