+76.0%
VUG vs AEM
+296.4%
-220.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.1% | +3.0% | -2.9% | -0.3% |
| 30D | -1.7% | +12.5% | -14.2% | -3.3% |
| 3M | +2.8% | +26.9% | -24.1% | -0.7% |
| 6M | +13.6% | -9.4% | +23.1% | +14.1% |
| YTD | +8.1% | +20.3% | -12.2% | +4.5% |
| 1Y | +13.1% | +33.8% | -20.7% | +7.5% |
| 3Y | +87.0% | +349.8% | -262.9% | +48.5% |
| 5Y | +76.0% | +301.0% | -225.0% | +38.2% |
| All | +76.0% | +296.4% | -220.4% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling