+10.1%
EW vs AEM
+32.7%
-22.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -5.1% | +3.0% | -8.1% | -5.3% |
| 30D | -6.4% | +12.5% | -18.8% | -7.2% |
| 3M | -1.6% | +26.9% | -28.5% | -3.3% |
| 6M | +2.3% | -9.4% | +11.7% | +2.6% |
| YTD | +1.1% | +20.3% | -19.2% | +3.4% |
| All | +10.1% | +32.7% | -22.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling