+355.1%
AEM vs WTW
+198.0%
+157.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -2.1% | -5.7% | +3.6% | -1.4% |
| 30D | +8.4% | -7.3% | +15.7% | +9.5% |
| 3M | +27.3% | +21.5% | +5.8% | +24.2% |
| 6M | -9.7% | +9.6% | -19.3% | -10.9% |
| YTD | +19.0% | -3.3% | +22.2% | +19.2% |
| 1Y | +31.5% | -6.1% | +37.6% | +32.3% |
| 3Y | +338.7% | +61.8% | +276.9% | +300.1% |
| 5Y | +307.4% | +42.7% | +264.7% | +276.6% |
| All | +355.1% | +198.0% | +157.0% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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