+3,555.0%
AEM vs ITW
+9,371.1%
-5,816.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | +12.5% | -10.4% | +22.9% | +14.3% |
| 3M | +26.9% | +3.5% | +23.4% | +26.2% |
| 6M | -9.4% | -3.4% | -6.1% | -9.0% |
| YTD | +20.3% | +8.5% | +11.8% | +18.8% |
| 1Y | +33.8% | +3.2% | +30.5% | +33.0% |
| 3Y | +349.8% | +18.9% | +330.9% | +335.8% |
| 5Y | +301.0% | +35.0% | +266.0% | +279.5% |
| 10Y | +376.1% | +188.6% | +187.4% | +297.7% |
| All | +3,555.0% | +9,371.1% | -5,816.1% | +3,361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling