+649.6%
AEM vs W
+217.9%
+431.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | +1.4% | -7.4% | +8.8% | +1.8% |
| 30D | -1.2% | +7.8% | -9.0% | -1.7% |
| 3M | +2.5% | +10.9% | -8.3% | +1.8% |
| 6M | -5.1% | +86.4% | -91.5% | -9.1% |
| YTD | +10.4% | +14.0% | -3.6% | +8.4% |
| 1Y | +11.8% | +3.5% | +8.3% | +10.2% |
| 3Y | +315.6% | +164.8% | +150.9% | +280.9% |
| 5Y | +266.3% | -53.1% | +319.4% | +246.3% |
| 10Y | +427.4% | +220.4% | +206.9% | +339.9% |
| All | +649.6% | +217.9% | +431.8% | +526.7% |
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