+409.6%
VUG vs AEM
+369.2%
+40.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -1.9% | -5.0% | +3.2% | -1.3% |
| 30D | -1.6% | +8.5% | -10.0% | -2.5% |
| 3M | +4.4% | +29.3% | -24.9% | +1.2% |
| 6M | +13.2% | -12.9% | +26.1% | +14.1% |
| YTD | +7.5% | +16.8% | -9.3% | +4.9% |
| 1Y | +12.5% | +29.8% | -17.4% | +8.3% |
| 3Y | +86.0% | +336.7% | -250.8% | +56.4% |
| 5Y | +76.5% | +299.9% | -223.5% | +47.8% |
| All | +409.6% | +369.2% | +40.4% | +323.5% |
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 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