+297.4%
AEM vs ITW
+35.4%
+262.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -5.0% | -2.4% | -2.7% | -4.5% |
| 30D | +8.5% | -9.5% | +18.0% | +11.1% |
| 3M | +29.3% | +6.6% | +22.6% | +26.9% |
| 6M | -12.9% | -1.8% | -11.2% | -12.8% |
| YTD | +16.8% | +9.0% | +7.8% | +14.4% |
| 1Y | +29.8% | +3.6% | +26.3% | +28.5% |
| 3Y | +336.7% | +19.4% | +317.3% | +310.9% |
| All | +297.4% | +35.4% | +262.0% | +242.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling