+408.7%
AEM vs WU
-38.9%
+447.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | -6.8% | -2.0% | -4.8% | -6.7% |
| 30D | +0.8% | +11.4% | -10.6% | -0.1% |
| 3M | -0.8% | -6.8% | +6.0% | -0.4% |
| 6M | -8.5% | -14.6% | +6.1% | -7.8% |
| YTD | +5.9% | -20.6% | +26.6% | +7.2% |
| 1Y | +6.6% | -15.4% | +22.0% | +7.3% |
| 3Y | +302.2% | -23.6% | +325.8% | +305.5% |
| 5Y | +250.8% | -43.4% | +294.2% | +258.7% |
| All | +408.7% | -38.9% | +447.6% | +443.5% |
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