+338.7%
AEM vs WTW
+61.9%
+276.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -2.1% | -5.7% | +3.6% | -2.2% |
| 30D | +8.4% | -7.3% | +15.7% | +8.3% |
| 3M | +27.3% | +21.5% | +5.8% | +28.6% |
| 6M | -9.7% | +9.6% | -19.3% | -8.6% |
| YTD | +19.0% | -3.3% | +22.2% | +21.2% |
| 1Y | +31.5% | -6.1% | +37.6% | +34.3% |
| 3Y | +338.7% | +61.8% | +276.9% | +345.4% |
| All | +338.7% | +61.9% | +276.8% | +345.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling