+74.2%
VTI vs AEM
+331.1%
-256.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -2.0% | -5.0% | +3.0% | -1.5% |
| 30D | -1.9% | +8.5% | -10.4% | -2.9% |
| 3M | +4.5% | +29.3% | -24.7% | +1.3% |
| 6M | +12.6% | -12.9% | +25.5% | +13.3% |
| YTD | +12.0% | +16.8% | -4.8% | +9.2% |
| 1Y | +17.3% | +29.8% | -12.5% | +12.9% |
| All | +74.2% | +331.1% | -256.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling