+150.1%
VXUS vs AEM
+349.9%
-199.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | +0.3% | +3.0% | -2.7% | -0.2% |
| 30D | +0.7% | +12.5% | -11.8% | -1.2% |
| 3M | +4.8% | +26.9% | -22.2% | +0.9% |
| 6M | +11.3% | -9.4% | +20.8% | +12.0% |
| YTD | +16.5% | +20.3% | -3.8% | +12.7% |
| 1Y | +24.3% | +33.8% | -9.5% | +18.2% |
| 3Y | +74.5% | +349.8% | -275.3% | +40.8% |
| 5Y | +54.3% | +301.0% | -246.7% | +24.4% |
| 10Y | +150.1% | +376.1% | -226.0% | +92.5% |
| All | +150.1% | +349.9% | -199.8% | +92.5% |
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