+301.0%
AEM vs ACWI
+54.8%
+246.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +15.8% | -2.4% | +18.2% | +18.0% |
| 30D | +6.2% | -5.2% | +11.4% | +11.0% |
| 3M | +14.3% | -4.8% | +19.2% | +19.4% |
| 6M | +1.4% | -1.3% | +2.7% | +3.4% |
| YTD | +13.7% | +8.4% | +5.3% | +9.0% |
| 1Y | +21.3% | +11.0% | +10.3% | +14.6% |
| 3Y | +309.9% | +70.6% | +239.3% | +189.2% |
| All | +301.0% | +54.8% | +246.1% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling