+285.2%
AEM vs SW
+730.4%
-445.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +7.5% | +4.7% | +2.8% | +7.3% |
| 30D | +1.6% | +5.0% | -3.4% | +1.4% |
| 3M | +14.5% | -7.3% | +21.9% | +14.9% |
| 6M | +6.6% | +15.0% | -8.4% | +6.0% |
| YTD | +12.2% | +18.5% | -6.3% | +11.3% |
| 1Y | +19.4% | +27.1% | -7.7% | +18.2% |
| 3Y | +302.1% | +49.3% | +252.8% | +294.3% |
| 5Y | +295.7% | -1.6% | +297.3% | +288.9% |
| 10Y | +338.2% | +185.4% | +152.8% | +315.8% |
| All | +285.2% | +730.4% | -445.1% | +255.6% |
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