+800.0%
VGT vs AEM
+378.0%
+422.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -0.2% | -2.1% | +2.0% | +0.1% |
| 30D | -0.4% | +8.4% | -8.9% | -1.5% |
| 3M | +4.4% | +27.3% | -22.9% | +1.2% |
| 6M | +32.1% | -9.7% | +41.7% | +32.6% |
| YTD | +28.8% | +19.0% | +9.8% | +25.3% |
| 1Y | +35.3% | +31.5% | +3.9% | +30.0% |
| 3Y | +124.8% | +338.7% | -213.9% | +88.7% |
| 5Y | +137.9% | +307.4% | -169.5% | +98.5% |
| All | +800.0% | +378.0% | +422.0% | +649.5% |
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