+252.7%
AEM vs ACWI
+344.2%
-91.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.5% | -3.1% |
| 7D | +1.4% | -0.7% | +2.0% | +1.7% |
| 30D | -1.2% | -2.0% | +0.8% | +0.2% |
| 3M | +2.5% | -2.2% | +4.7% | +4.3% |
| 6M | -5.1% | +1.9% | -7.0% | -5.5% |
| YTD | +10.4% | +12.0% | -1.6% | +4.2% |
| 1Y | +11.8% | +12.5% | -0.8% | +5.3% |
| 3Y | +315.6% | +75.4% | +240.3% | +198.1% |
| 5Y | +266.3% | +61.5% | +204.7% | +173.6% |
| 10Y | +427.4% | +227.1% | +200.2% | +140.5% |
| All | +252.7% | +344.2% | -91.5% | -3.9% |
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