+21.2%
AEM vs WOLF
+44.0%
-22.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.6% |
| 7D | -2.1% | -8.6% | +6.4% | -1.3% |
| 30D | +8.4% | -18.3% | +26.7% | +10.3% |
| 3M | +27.3% | -43.1% | +70.4% | +32.3% |
| 6M | -9.7% | +42.4% | -52.1% | -14.6% |
| YTD | +19.0% | +48.9% | -29.9% | +11.9% |
| All | +21.2% | +44.0% | -22.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling