+309.9%
AEM vs WM
+47.1%
+262.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +15.8% | +1.2% | +14.6% | +15.7% |
| 30D | +6.2% | +13.1% | -6.9% | +4.4% |
| 3M | +14.3% | +3.6% | +10.7% | +13.6% |
| 6M | +1.4% | +8.1% | -6.7% | -0.6% |
| YTD | +13.7% | +8.9% | +4.8% | +10.9% |
| 1Y | +21.3% | +20.3% | +1.0% | +14.0% |
| 3Y | +309.9% | +46.2% | +263.7% | +292.9% |
| All | +309.9% | +47.1% | +262.8% | +292.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling