+330.6%
AEM vs GWW
+88.4%
+242.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -5.0% | -3.1% | -1.9% | -5.0% |
| 30D | +8.5% | -2.3% | +10.8% | +8.5% |
| 3M | +29.3% | -3.3% | +32.6% | +29.2% |
| 6M | -12.9% | +15.4% | -28.3% | -14.1% |
| YTD | +16.8% | +26.7% | -10.0% | +16.2% |
| 1Y | +29.8% | +29.0% | +0.9% | +29.5% |
| All | +330.6% | +88.4% | +242.3% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling