-29.4%
EW vs AEM
+297.7%
-327.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -4.4% | +4.3% | -8.8% | -5.0% |
| 30D | -3.3% | +13.1% | -16.5% | -5.1% |
| 3M | +1.0% | +24.8% | -23.8% | -2.4% |
| 6M | +6.2% | -8.2% | +14.5% | +6.9% |
| YTD | +1.7% | +19.8% | -18.1% | -1.7% |
| 1Y | +8.1% | +32.1% | -23.9% | +2.3% |
| 3Y | +17.1% | +348.2% | -331.1% | -11.2% |
| 5Y | -29.4% | +297.5% | -326.8% | -46.9% |
| All | -29.4% | +297.7% | -327.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling