+317.2%
AEM vs SW
+755.0%
-437.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.2% |
| 7D | -0.5% | -5.1% | +4.6% | -0.3% |
| 30D | +24.0% | -4.6% | +28.6% | +24.3% |
| 3M | +16.1% | +9.4% | +6.7% | +15.6% |
| 6M | -11.6% | +3.5% | -15.1% | -11.9% |
| YTD | +21.5% | +22.0% | -0.5% | +20.4% |
| 1Y | +39.2% | +2.2% | +37.0% | +38.6% |
| 3Y | +347.4% | +19.6% | +327.8% | +341.3% |
| 5Y | +290.1% | -2.3% | +292.5% | +283.2% |
| 10Y | +357.8% | +181.4% | +176.4% | +334.8% |
| All | +317.2% | +755.0% | -437.8% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling