+1,855.0%
VRT vs AEM
+443.3%
+1,411.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -2.1% |
| 7D | -17.7% | +13.9% | -31.5% | -20.0% |
| 30D | -20.0% | +0.8% | -20.8% | -20.3% |
| 3M | -28.1% | +5.8% | -33.8% | -29.2% |
| 6M | -42.8% | -1.0% | -41.9% | -43.3% |
| YTD | +20.0% | +13.1% | +6.9% | +16.6% |
| 1Y | +3.5% | +14.4% | -10.9% | +0.4% |
| 3Y | +366.1% | +325.7% | +40.4% | +269.4% |
| 5Y | +632.2% | +273.7% | +358.4% | +473.8% |
| All | +1,855.0% | +443.3% | +1,411.7% | +1,313.8% |
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 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