+2,486.9%
VRT vs AEM
+471.5%
+2,015.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.2% |
| 7D | -8.4% | -2.1% | -6.2% | -8.0% |
| 30D | -10.9% | +8.4% | -19.3% | -12.5% |
| 3M | -13.7% | +27.3% | -41.0% | -18.1% |
| 6M | -4.1% | -9.7% | +5.5% | -3.2% |
| YTD | +58.7% | +19.0% | +39.8% | +53.2% |
| 1Y | +89.6% | +31.5% | +58.1% | +80.2% |
| 3Y | +558.1% | +338.7% | +219.4% | +418.8% |
| 5Y | +953.0% | +307.4% | +645.5% | +714.5% |
| All | +2,486.9% | +471.5% | +2,015.3% | +1,757.3% |
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