+346.7%
AEM vs WU
-39.5%
+386.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.9% |
| 7D | -5.0% | -5.0% | -0.1% | -4.7% |
| 30D | +8.5% | -2.3% | +10.7% | +8.6% |
| 3M | +29.3% | -3.2% | +32.5% | +29.2% |
| 6M | -12.9% | -25.0% | +12.1% | -11.3% |
| YTD | +16.8% | -21.7% | +38.4% | +18.4% |
| 1Y | +29.8% | -9.0% | +38.8% | +29.8% |
| 3Y | +336.7% | -28.9% | +365.6% | +343.4% |
| 5Y | +299.9% | -51.0% | +351.0% | +309.7% |
| All | +346.7% | -39.5% | +386.2% | +405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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