+402.8%
VUG vs AEM
+412.5%
-9.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | -6.8% | +9.4% | +3.3% |
| 30D | -6.3% | +0.8% | -7.1% | -6.5% |
| 3M | -6.0% | -0.8% | -5.2% | -6.2% |
| 6M | -3.5% | -8.5% | +5.0% | -3.2% |
| YTD | +3.9% | +5.9% | -2.0% | +2.3% |
| 1Y | +5.1% | +6.6% | -1.5% | +3.3% |
| 3Y | +77.9% | +302.2% | -224.3% | +50.2% |
| 5Y | +62.4% | +250.8% | -188.4% | +37.1% |
| All | +402.8% | +412.5% | -9.6% | +316.6% |
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 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