+346.7%
AEM vs NWSA
+148.8%
+197.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -5.0% | -4.8% | -0.3% | -4.6% |
| 30D | +8.5% | +3.0% | +5.5% | +8.2% |
| 3M | +29.3% | +9.3% | +20.0% | +28.0% |
| 6M | -12.9% | +23.2% | -36.1% | -14.9% |
| YTD | +16.8% | +13.3% | +3.4% | +14.9% |
| 1Y | +29.8% | +2.9% | +26.9% | +29.0% |
| 3Y | +336.7% | +43.3% | +293.4% | +318.3% |
| 5Y | +299.9% | +40.9% | +259.1% | +276.8% |
| All | +346.7% | +148.8% | +197.9% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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