+165.8%
VXUS vs AEM
+243.9%
-78.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.5% |
| 7D | +2.3% | -5.6% | +7.9% | +3.0% |
| 30D | -2.2% | -3.9% | +1.7% | -1.9% |
| 3M | -5.4% | -3.4% | -2.0% | -5.3% |
| 6M | -1.2% | -9.0% | +7.8% | -0.7% |
| YTD | +10.4% | +5.9% | +4.5% | +8.8% |
| 1Y | +11.8% | +4.0% | +7.9% | +10.4% |
| 3Y | +68.4% | +298.8% | -230.4% | +43.1% |
| 5Y | +45.9% | +250.7% | -204.9% | +24.1% |
| 10Y | +144.7% | +405.9% | -261.2% | +96.4% |
| All | +165.8% | +243.9% | -78.0% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling