+299.9%
AEM vs TW
+19.6%
+280.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.8% |
| 7D | -5.0% | -2.7% | -2.3% | -4.7% |
| 30D | +8.5% | -1.7% | +10.2% | +8.7% |
| 3M | +29.3% | +1.6% | +27.7% | +28.4% |
| 6M | -12.9% | -17.7% | +4.8% | -10.4% |
| YTD | +16.8% | -4.3% | +21.1% | +16.2% |
| 1Y | +29.8% | -13.1% | +42.9% | +32.0% |
| 3Y | +336.7% | +20.3% | +316.4% | +316.0% |
| 5Y | +299.9% | +22.0% | +278.0% | +250.7% |
| All | +299.9% | +19.6% | +280.3% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling