+18.7%
AEM vs TW
+20.8%
-2.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.0% | +8.7% | +9.9% |
| 7D | +0.2% | +6.0% | -5.8% | +1.6% |
| 30D | +0.1% | +18.6% | -18.5% | +3.8% |
| 3M | +22.1% | +26.5% | -4.5% | +28.6% |
| 6M | +2.4% | +13.1% | -10.7% | +5.6% |
| YTD | +8.9% | +18.5% | -9.6% | +15.3% |
| 1Y | +18.7% | +21.7% | -3.0% | +25.1% |
| All | +18.7% | +20.8% | -2.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling