+7,594.5%
EW vs AEM
+3,831.7%
+3,762.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | +4.9% | -5.6% | +10.6% | +5.2% |
| 30D | +24.1% | -3.9% | +28.0% | +24.2% |
| 3M | +13.7% | -3.4% | +17.1% | +13.7% |
| 6M | +32.7% | -9.0% | +41.7% | +32.9% |
| YTD | +24.1% | +5.9% | +18.2% | +23.2% |
| 1Y | +23.6% | +4.0% | +19.7% | +22.8% |
| 3Y | +64.8% | +298.8% | -234.0% | +53.0% |
| 5Y | -8.8% | +250.7% | -259.5% | -15.2% |
| 10Y | +248.8% | +405.9% | -157.2% | +217.1% |
| All | +7,594.5% | +3,831.7% | +3,762.8% | +8,125.6% |
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 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