+435.4%
AEM vs TW
+206.7%
+228.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -2.1% | -4.5% | +2.3% | -1.2% |
| 30D | +8.4% | -2.3% | +10.7% | +8.9% |
| 3M | +27.3% | +2.6% | +24.7% | +25.9% |
| 6M | -9.7% | -17.5% | +7.9% | -6.5% |
| YTD | +19.0% | -5.3% | +24.3% | +18.5% |
| 1Y | +31.5% | -14.8% | +46.3% | +34.4% |
| 3Y | +338.7% | +18.8% | +319.9% | +309.3% |
| 5Y | +307.4% | +20.7% | +286.7% | +267.6% |
| All | +435.4% | +206.7% | +228.6% | +285.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling