+61.1%
VZ vs AEM
+333.3%
-272.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | +0.2% | +4.3% | -4.1% | 0.0% |
| 30D | +7.1% | +13.1% | -6.0% | +6.5% |
| 3M | +12.8% | +24.8% | -12.0% | +11.6% |
| 6M | +1.8% | -8.2% | +10.0% | +2.1% |
| YTD | +30.0% | +19.8% | +10.2% | +27.8% |
| 1Y | +24.3% | +32.1% | -7.7% | +21.2% |
| 3Y | +84.3% | +348.2% | -263.9% | +64.9% |
| 5Y | +25.9% | +297.5% | -271.5% | +12.5% |
| 10Y | +61.1% | +343.3% | -282.2% | +45.4% |
| All | +61.1% | +333.3% | -272.2% | +45.4% |
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