+355.1%
AEM vs ITW
+194.8%
+160.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +8.4% | -8.3% | +16.8% | +10.1% |
| 3M | +27.3% | +6.0% | +21.3% | +25.8% |
| 6M | -9.7% | 0.0% | -9.6% | -9.8% |
| YTD | +19.0% | +10.2% | +8.7% | +17.0% |
| 1Y | +31.5% | +3.2% | +28.3% | +30.6% |
| 3Y | +338.7% | +21.0% | +317.7% | +321.7% |
| 5Y | +307.4% | +37.9% | +269.5% | +280.0% |
| All | +355.1% | +194.8% | +160.2% | +329.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling