+304.9%
AEM vs NWSA
+40.0%
+264.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -2.1% | -2.8% | +0.7% | -1.6% |
| 30D | +8.4% | +3.0% | +5.4% | +7.9% |
| 3M | +27.3% | +12.3% | +15.0% | +24.4% |
| 6M | -9.7% | +21.9% | -31.5% | -13.1% |
| YTD | +19.0% | +13.6% | +5.4% | +15.6% |
| 1Y | +31.5% | +0.5% | +31.0% | +30.8% |
| 3Y | +338.7% | +43.8% | +294.9% | +301.9% |
| All | +304.9% | +40.0% | +264.8% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling