+758.7%
AEM vs WU
-19.6%
+778.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +24.0% | -1.1% | +25.1% | +24.2% |
| 3M | +16.1% | -3.9% | +19.9% | +16.1% |
| 6M | -11.6% | -20.7% | +9.0% | -8.2% |
| YTD | +21.5% | -18.4% | +39.9% | +25.2% |
| 1Y | +39.2% | -8.1% | +47.2% | +39.1% |
| 3Y | +347.4% | -24.2% | +371.6% | +358.6% |
| 5Y | +290.1% | -50.4% | +340.6% | +333.3% |
| 10Y | +357.8% | -40.0% | +397.8% | +360.2% |
| All | +758.7% | -19.6% | +778.3% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling