+124.0%
EW vs AEM
+369.2%
-245.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | -3.4% | -5.0% | +1.7% | -2.8% |
| 30D | -7.4% | +8.5% | -15.8% | -8.4% |
| 3M | +0.9% | +29.3% | -28.4% | -2.4% |
| 6M | +1.2% | -12.9% | +14.1% | +2.2% |
| YTD | +1.8% | +16.8% | -15.0% | -0.9% |
| 1Y | +10.8% | +29.8% | -19.0% | +6.1% |
| 3Y | +17.1% | +336.7% | -319.6% | -4.3% |
| 5Y | -28.2% | +299.9% | -328.2% | -41.5% |
| All | +124.0% | +369.2% | -245.2% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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