+39.2%
AEM vs ITW
+5.8%
+33.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.5% | -3.6% | +3.0% | +0.7% |
| 30D | +24.0% | -9.1% | +33.2% | +27.9% |
| 3M | +16.1% | +8.2% | +7.9% | +11.7% |
| 6M | -11.6% | -4.8% | -6.8% | -12.8% |
| YTD | +21.5% | +11.0% | +10.5% | +20.0% |
| 1Y | +39.2% | +4.2% | +34.9% | +45.3% |
| All | +39.2% | +5.8% | +33.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling