+65.5%
VZ vs AEM
+366.3%
-300.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.6% |
| 7D | +2.2% | +17.8% | -15.6% | +1.6% |
| 30D | +10.6% | +6.2% | +4.4% | +10.3% |
| 3M | -0.6% | +12.5% | -13.1% | -1.2% |
| 6M | +0.7% | +4.4% | -3.7% | +0.4% |
| YTD | +20.6% | +19.2% | +1.4% | +18.7% |
| 1Y | +22.7% | +25.5% | -2.8% | +20.3% |
| 3Y | +57.2% | +346.4% | -289.2% | +41.4% |
| 5Y | +21.4% | +305.7% | -284.3% | +8.9% |
| 10Y | +65.5% | +375.9% | -310.4% | +49.6% |
| All | +65.5% | +366.3% | -300.8% | +49.6% |
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 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