+774.9%
AEM vs NWSA
+123.2%
+651.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +4.3% | -2.6% | +7.0% | +4.7% |
| 30D | +13.1% | +4.6% | +8.6% | +12.6% |
| 3M | +24.8% | +10.2% | +14.6% | +23.2% |
| 6M | -8.2% | +21.6% | -29.9% | -10.5% |
| YTD | +19.8% | +14.6% | +5.2% | +17.5% |
| 1Y | +32.1% | +0.4% | +31.7% | +31.5% |
| 3Y | +348.2% | +45.0% | +303.2% | +326.2% |
| 5Y | +297.5% | +41.3% | +256.2% | +273.1% |
| 10Y | +343.3% | +142.8% | +200.5% | +290.6% |
| All | +774.9% | +123.2% | +651.7% | +693.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling