+73.3%
VZ vs AEM
+412.4%
-339.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +0.9% | -5.6% | +6.6% | +1.1% |
| 30D | +6.9% | -3.9% | +10.8% | +7.0% |
| 3M | +0.6% | -3.4% | +4.1% | +0.6% |
| 6M | +0.3% | -9.0% | +9.3% | +0.5% |
| YTD | +21.9% | +5.9% | +16.0% | +20.4% |
| 1Y | +21.7% | +4.0% | +17.7% | +20.3% |
| 3Y | +58.5% | +298.8% | -240.3% | +43.3% |
| 5Y | +22.4% | +250.7% | -228.3% | +10.5% |
| All | +73.3% | +412.4% | -339.0% | +54.6% |
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