+348.2%
AEM vs W
+44.2%
+304.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | +4.3% | +6.5% | -2.2% | +3.8% |
| 30D | +13.1% | -6.2% | +19.3% | +13.7% |
| 3M | +24.8% | +48.9% | -24.1% | +20.1% |
| 6M | -8.2% | +31.2% | -39.4% | -11.1% |
| YTD | +19.8% | -0.4% | +20.3% | +17.8% |
| 1Y | +32.1% | +14.8% | +17.2% | +28.6% |
| 3Y | +348.2% | +40.5% | +307.7% | +305.4% |
| All | +348.2% | +44.2% | +304.0% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling