+85.8%
VUG vs AEM
+342.4%
-256.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.9% | +4.3% | -3.5% | +0.4% |
| 30D | -1.4% | +13.1% | -14.6% | -3.0% |
| 3M | +2.3% | +24.8% | -22.5% | -0.6% |
| 6M | +15.7% | -8.2% | +23.9% | +15.7% |
| YTD | +8.6% | +19.8% | -11.2% | +5.5% |
| 1Y | +14.1% | +32.1% | -18.0% | +9.5% |
| All | +85.8% | +342.4% | -256.6% | +56.4% |
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