+343.5%
AEM vs WCC
+129.2%
+214.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +3.0% | +6.8% | -3.8% | +1.8% |
| 30D | +12.5% | -3.0% | +15.5% | +13.0% |
| 3M | +26.9% | +0.2% | +26.7% | +26.4% |
| 6M | -9.4% | +33.2% | -42.6% | -13.8% |
| YTD | +20.3% | +45.8% | -25.5% | +13.1% |
| 1Y | +33.8% | +68.4% | -34.6% | +24.0% |
| All | +343.5% | +129.2% | +214.3% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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