+263.4%
AEM vs ACWI
+330.0%
-66.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +15.8% | -2.4% | +18.2% | +17.5% |
| 30D | +6.2% | -5.2% | +11.4% | +9.9% |
| 3M | +14.3% | -4.8% | +19.2% | +18.3% |
| 6M | +1.4% | -1.3% | +2.7% | +3.0% |
| YTD | +13.7% | +8.4% | +5.3% | +9.5% |
| 1Y | +21.3% | +11.0% | +10.3% | +15.3% |
| 3Y | +309.9% | +70.6% | +239.3% | +199.1% |
| 5Y | +301.0% | +55.3% | +245.6% | +206.9% |
| 10Y | +344.0% | +223.2% | +120.8% | +103.7% |
| All | +263.4% | +330.0% | -66.6% | +1.0% |
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