+183.8%
VXUS vs AEM
+294.6%
-110.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +2.2% | +24.0% | -21.8% | -0.4% |
| 3M | +3.0% | +16.1% | -13.1% | +0.9% |
| 6M | +10.7% | -11.6% | +22.3% | +11.6% |
| YTD | +17.8% | +21.5% | -3.7% | +14.6% |
| 1Y | +27.6% | +39.2% | -11.6% | +21.9% |
| 3Y | +73.3% | +347.4% | -274.1% | +45.5% |
| 5Y | +54.3% | +290.1% | -235.8% | +29.8% |
| 10Y | +149.8% | +357.8% | -208.0% | +101.4% |
| All | +183.8% | +294.6% | -110.8% | +131.9% |
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