+65.9%
EW vs AEM
+301.1%
-235.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | -6.8% | +11.8% | +5.7% |
| 30D | +23.9% | +0.8% | +23.1% | +23.6% |
| 3M | +15.8% | -0.8% | +16.6% | +15.3% |
| 6M | +31.7% | -8.5% | +40.2% | +32.1% |
| YTD | +25.7% | +5.9% | +19.7% | +24.0% |
| 1Y | +24.4% | +6.6% | +17.8% | +22.6% |
| 3Y | +65.9% | +302.2% | -236.3% | +33.5% |
| All | +65.9% | +301.1% | -235.2% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling