+355.1%
AEM vs WSM
+1,071.8%
-716.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +8.4% | -7.7% | +16.2% | +9.2% |
| 3M | +27.3% | +3.8% | +23.5% | +26.8% |
| 6M | -9.7% | +22.7% | -32.3% | -11.3% |
| YTD | +19.0% | +28.0% | -9.1% | +16.3% |
| 1Y | +31.5% | +12.7% | +18.8% | +29.7% |
| 3Y | +338.7% | +231.3% | +107.4% | +289.8% |
| 5Y | +307.4% | +177.2% | +130.2% | +261.1% |
| All | +355.1% | +1,071.8% | -716.7% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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