+288.3%
AEM vs ACWI
+356.8%
-68.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | +24.0% | +0.9% | +23.2% | +23.5% |
| 3M | +16.1% | +2.4% | +13.7% | +14.8% |
| 6M | -11.6% | +12.4% | -24.0% | -17.1% |
| YTD | +21.5% | +15.2% | +6.4% | +12.4% |
| 1Y | +39.2% | +22.7% | +16.5% | +24.1% |
| 3Y | +347.4% | +75.8% | +271.6% | +219.4% |
| 5Y | +290.1% | +67.7% | +222.4% | +183.9% |
| 10Y | +357.8% | +229.0% | +128.8% | +108.3% |
| All | +288.3% | +356.8% | -68.5% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling