+338.9%
AEM vs SW
+147.8%
+191.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.3% |
| 7D | -0.5% | -5.1% | +4.6% | -0.1% |
| 30D | +24.0% | -4.6% | +28.6% | +24.5% |
| 3M | +16.1% | +9.4% | +6.7% | +15.2% |
| 6M | -11.6% | +3.5% | -15.1% | -12.1% |
| YTD | +21.5% | +22.0% | -0.5% | +19.6% |
| 1Y | +39.2% | +2.2% | +37.0% | +38.2% |
| 3Y | +347.4% | +19.6% | +327.8% | +336.7% |
| 5Y | +290.1% | -2.3% | +292.5% | +277.5% |
| All | +338.9% | +147.8% | +191.2% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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