+299.9%
AEM vs WSM
+171.2%
+128.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.7% |
| 7D | -5.0% | +0.4% | -5.5% | -5.1% |
| 30D | +8.5% | -10.7% | +19.2% | +9.8% |
| 3M | +29.3% | +8.5% | +20.8% | +28.0% |
| 6M | -12.9% | +19.6% | -32.6% | -14.7% |
| YTD | +16.8% | +26.6% | -9.8% | +13.6% |
| 1Y | +29.8% | +12.0% | +17.9% | +27.6% |
| 3Y | +336.7% | +226.6% | +110.1% | +273.3% |
| 5Y | +299.9% | +174.1% | +125.8% | +234.0% |
| All | +299.9% | +171.2% | +128.8% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling