+355.1%
AEM vs W
+158.6%
+196.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.8% |
| 7D | -2.1% | -0.9% | -1.3% | -2.1% |
| 30D | +8.4% | -4.2% | +12.7% | +8.8% |
| 3M | +27.3% | +26.9% | +0.4% | +24.7% |
| 6M | -9.7% | +31.2% | -40.9% | -11.9% |
| YTD | +19.0% | -1.8% | +20.8% | +17.8% |
| 1Y | +31.5% | +9.3% | +22.2% | +29.1% |
| 3Y | +338.7% | +33.2% | +305.5% | +314.9% |
| 5Y | +307.4% | -62.4% | +369.8% | +289.2% |
| All | +355.1% | +158.6% | +196.5% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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