+362.7%
AEM vs SW
+182.7%
+180.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | +15.8% | +2.3% | +13.5% | +15.7% |
| 30D | +6.2% | +6.8% | -0.6% | +5.7% |
| 3M | +14.3% | -5.2% | +19.5% | +14.8% |
| 6M | +1.4% | +7.4% | -6.0% | +0.8% |
| YTD | +13.7% | +17.4% | -3.7% | +12.4% |
| 1Y | +21.3% | +27.1% | -5.8% | +19.5% |
| 3Y | +309.9% | +47.9% | +262.0% | +298.8% |
| 5Y | +301.0% | -2.6% | +303.5% | +289.6% |
| All | +362.7% | +182.7% | +180.1% | +297.7% |
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