+304.9%
AEM vs GWW
+222.0%
+82.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -2.1% | -3.4% | +1.2% | -1.9% |
| 30D | +8.4% | -1.9% | +10.3% | +8.5% |
| 3M | +27.3% | -2.4% | +29.7% | +27.3% |
| 6M | -9.7% | +15.7% | -25.4% | -11.0% |
| YTD | +19.0% | +27.6% | -8.6% | +17.0% |
| 1Y | +31.5% | +27.2% | +4.3% | +29.3% |
| 3Y | +338.7% | +89.7% | +249.0% | +314.1% |
| All | +304.9% | +222.0% | +82.9% | +269.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling