+304.9%
AEM vs WY
-22.2%
+327.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -2.1% | -4.2% | +2.0% | -1.1% |
| 30D | +8.4% | -10.1% | +18.5% | +11.4% |
| 3M | +27.3% | -8.5% | +35.8% | +29.7% |
| 6M | -9.7% | -3.3% | -6.3% | -9.0% |
| YTD | +19.0% | -4.4% | +23.3% | +19.7% |
| 1Y | +31.5% | -11.5% | +43.0% | +34.7% |
| 3Y | +338.7% | -24.3% | +363.0% | +364.9% |
| All | +304.9% | -22.2% | +327.1% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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