+725.3%
AEM vs W
+176.2%
+549.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | -0.5% | -4.2% | +3.7% | -0.3% |
| 30D | +24.0% | -7.6% | +31.6% | +24.6% |
| 3M | +16.1% | +37.2% | -21.1% | +13.4% |
| 6M | -11.6% | +26.3% | -37.9% | -13.4% |
| YTD | +21.5% | -1.0% | +22.5% | +20.4% |
| 1Y | +39.2% | +20.1% | +19.1% | +36.2% |
| 3Y | +347.4% | +37.8% | +309.6% | +324.4% |
| 5Y | +290.1% | -63.7% | +353.8% | +274.0% |
| 10Y | +357.8% | +156.3% | +201.5% | +286.4% |
| All | +725.3% | +176.2% | +549.1% | +596.4% |
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 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