-42.9%
VRT vs AEM
-7.2%
-35.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.3% |
| 7D | +18.6% | -5.6% | +24.3% | +20.1% |
| 30D | -11.7% | -3.9% | -7.8% | -10.0% |
| 3M | -27.3% | -3.4% | -23.8% | -26.4% |
| 6M | -42.9% | -9.0% | -33.8% | -42.8% |
| All | -42.9% | -7.2% | -35.7% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling