+343.3%
AEM vs WM
+305.2%
+38.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | +13.1% | -4.3% | +17.5% | +14.1% |
| 3M | +24.8% | +0.8% | +24.0% | +24.0% |
| 6M | -8.2% | -10.8% | +2.5% | -6.4% |
| YTD | +19.8% | -0.1% | +19.9% | +19.0% |
| 1Y | +32.1% | +1.0% | +31.1% | +30.6% |
| 3Y | +348.2% | +45.1% | +303.1% | +310.6% |
| 5Y | +297.5% | +52.1% | +245.4% | +259.9% |
| 10Y | +343.3% | +302.9% | +40.4% | +220.3% |
| All | +343.3% | +305.2% | +38.1% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling