+3,356.5%
AEM vs WM
+28,547.2%
-25,190.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +15.8% | +1.2% | +14.6% | +15.7% |
| 30D | +6.2% | +13.1% | -6.9% | +5.0% |
| 3M | +14.3% | +3.6% | +10.7% | +13.9% |
| 6M | +1.4% | +8.1% | -6.7% | +0.4% |
| YTD | +13.7% | +8.9% | +4.8% | +12.5% |
| 1Y | +21.3% | +20.3% | +1.0% | +18.9% |
| 3Y | +309.9% | +46.2% | +263.7% | +294.9% |
| 5Y | +301.0% | +59.9% | +241.1% | +282.8% |
| 10Y | +344.0% | +345.6% | -1.6% | +288.6% |
| All | +3,356.5% | +28,547.2% | -25,190.7% | +2,372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling