+3,960.5%
AEM vs WCN
+6,767.3%
-2,806.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +4.3% | -0.4% | +4.8% | +4.4% |
| 30D | +13.1% | -2.1% | +15.3% | +13.3% |
| 3M | +24.8% | +6.4% | +18.4% | +24.0% |
| 6M | -8.2% | -3.7% | -4.6% | -8.1% |
| YTD | +19.8% | -6.4% | +26.2% | +20.2% |
| 1Y | +32.1% | -7.9% | +40.0% | +32.7% |
| 3Y | +348.2% | +20.8% | +327.4% | +341.6% |
| 5Y | +297.5% | +29.0% | +268.5% | +289.4% |
| 10Y | +343.3% | +236.4% | +106.9% | +311.8% |
| All | +3,960.5% | +6,767.3% | -2,806.9% | +3,530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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