+6,438.2%
EW vs AEM
+4,411.7%
+2,026.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +1.0% | +24.0% | -23.0% | -0.1% |
| 3M | +2.8% | +16.1% | -13.3% | +1.9% |
| 6M | +5.5% | -11.6% | +17.1% | +5.8% |
| YTD | +5.5% | +21.5% | -16.1% | +4.1% |
| 1Y | +11.0% | +39.2% | -28.1% | +8.8% |
| 3Y | +17.7% | +347.4% | -329.7% | +8.8% |
| 5Y | -25.7% | +290.1% | -315.9% | -31.3% |
| 10Y | +132.8% | +357.8% | -225.0% | +111.8% |
| All | +6,438.2% | +4,411.7% | +2,026.4% | +6,849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling