+275.1%
AEM vs SW
+0.9%
+274.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.2% |
| 7D | +13.9% | +2.2% | +11.7% | +13.6% |
| 30D | +0.8% | +7.4% | -6.7% | -0.1% |
| 3M | +5.8% | -5.9% | +11.7% | +6.4% |
| 6M | -1.0% | +9.0% | -9.9% | -2.0% |
| YTD | +13.1% | +18.1% | -5.0% | +11.1% |
| 1Y | +14.4% | +28.7% | -14.2% | +11.7% |
| 3Y | +325.7% | +48.8% | +276.9% | +308.3% |
| All | +275.1% | +0.9% | +274.2% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling