+301.0%
AEM vs WWD
+191.3%
+109.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | +12.5% | -5.1% | +17.6% | +13.9% |
| 3M | +26.9% | -11.2% | +38.2% | +30.5% |
| 6M | -9.4% | -12.0% | +2.6% | -6.9% |
| YTD | +20.3% | +12.0% | +8.3% | +16.9% |
| 1Y | +33.8% | +42.8% | -9.0% | +22.9% |
| 3Y | +349.8% | +168.9% | +180.9% | +247.1% |
| 5Y | +301.0% | +192.2% | +108.8% | +187.1% |
| All | +301.0% | +191.3% | +109.7% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling