+954.4%
VTI vs AEM
+3,048.2%
-2,093.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | +0.6% | +4.3% | -3.7% | +0.3% |
| 30D | -1.1% | +13.1% | -14.2% | -2.1% |
| 3M | +3.9% | +24.8% | -20.9% | +1.9% |
| 6M | +14.6% | -8.2% | +22.9% | +14.9% |
| YTD | +13.3% | +19.8% | -6.5% | +11.1% |
| 1Y | +19.2% | +32.1% | -12.9% | +15.8% |
| 3Y | +77.4% | +348.2% | -270.8% | +56.0% |
| 5Y | +74.0% | +297.5% | -223.4% | +53.0% |
| 10Y | +294.6% | +343.3% | -48.7% | +236.9% |
| All | +954.4% | +3,048.2% | -2,093.8% | +815.5% |
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 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