+619.4%
AEM vs W
+210.9%
+408.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | +0.8% | +6.8% | -6.0% | +0.4% |
| 3M | -0.8% | +10.7% | -11.5% | -1.5% |
| 6M | -8.5% | +86.3% | -94.9% | -12.3% |
| YTD | +5.9% | +11.5% | -5.5% | +4.1% |
| 1Y | +6.6% | +5.1% | +1.5% | +5.1% |
| 3Y | +302.2% | +171.0% | +131.2% | +268.2% |
| 5Y | +250.8% | -56.6% | +307.4% | +233.1% |
| 10Y | +406.1% | +213.4% | +192.6% | +322.7% |
| All | +619.4% | +210.9% | +408.5% | +502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling