+408.6%
AEM vs WM
+331.3%
+77.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.6% | -4.3% |
| 7D | -5.6% | +1.2% | -6.8% | -5.9% |
| 30D | -3.9% | +15.2% | -19.1% | -6.5% |
| 3M | -3.4% | +8.3% | -11.8% | -5.0% |
| 6M | -9.0% | +13.1% | -22.2% | -11.7% |
| YTD | +5.9% | +12.5% | -6.6% | +2.7% |
| 1Y | +4.0% | +21.8% | -17.8% | -1.1% |
| 3Y | +298.8% | +48.8% | +250.0% | +264.5% |
| 5Y | +250.7% | +62.1% | +188.6% | +213.9% |
| All | +408.6% | +331.3% | +77.3% | +225.3% |
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