+408.6%
AEM vs ACWI
+225.4%
+183.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | -5.6% | +2.7% | -8.3% | -7.0% |
| 30D | -3.9% | -2.6% | -1.3% | -2.4% |
| 3M | -3.4% | -3.2% | -0.3% | -1.5% |
| 6M | -9.0% | +1.9% | -10.9% | -9.3% |
| YTD | +5.9% | +11.3% | -5.4% | +1.5% |
| 1Y | +4.0% | +11.7% | -7.7% | -0.4% |
| 3Y | +298.8% | +74.4% | +224.4% | +212.5% |
| 5Y | +250.7% | +59.5% | +191.2% | +178.6% |
| All | +408.6% | +225.4% | +183.2% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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