+302.2%
AEM vs WU
-23.0%
+325.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.2% |
| 3M | -0.8% | -6.8% | +6.0% | -0.8% |
| 6M | -8.5% | -14.6% | +6.1% | -8.6% |
| YTD | +5.9% | -20.6% | +26.6% | +5.9% |
| 1Y | +6.6% | -15.4% | +22.0% | +6.3% |
| 3Y | +302.2% | -23.6% | +325.8% | +294.6% |
| All | +302.2% | -23.0% | +325.2% | +294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling