+165.8%
VXUS vs AEM
+267.1%
-101.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | -0.1% |
| 7D | +0.5% | +13.9% | -13.4% | -1.1% |
| 30D | -2.5% | +0.8% | -3.3% | -2.8% |
| 3M | -4.6% | +5.8% | -10.4% | -5.5% |
| 6M | -2.6% | -1.0% | -1.7% | -3.1% |
| YTD | +10.4% | +13.1% | -2.7% | +8.0% |
| 1Y | +12.9% | +14.4% | -1.6% | +10.2% |
| 3Y | +68.4% | +325.7% | -257.3% | +42.0% |
| 5Y | +47.7% | +273.7% | -226.1% | +24.7% |
| 10Y | +142.2% | +390.1% | -247.9% | +94.5% |
| All | +165.8% | +267.1% | -101.3% | +118.6% |
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