+330.6%
AEM vs TW
+20.3%
+310.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.8% |
| 30D | +8.5% | -1.7% | +10.2% | +8.6% |
| 3M | +29.3% | +1.6% | +27.7% | +28.6% |
| 6M | -12.9% | -17.7% | +4.8% | -10.8% |
| YTD | +16.8% | -4.3% | +21.1% | +16.2% |
| 1Y | +29.8% | -13.1% | +42.9% | +32.3% |
| All | +330.6% | +20.3% | +310.4% | +356.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling