+1,474.6%
HWM vs AEM
+412.5%
+1,062.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | -6.8% | +14.1% | +8.3% |
| 30D | +1.6% | +0.8% | +0.8% | +1.3% |
| 3M | -21.9% | -0.8% | -21.0% | -22.2% |
| 6M | -19.0% | -8.5% | -10.5% | -18.7% |
| YTD | +7.9% | +5.9% | +2.0% | +6.0% |
| 1Y | +9.9% | +6.6% | +3.3% | +7.9% |
| 3Y | +342.1% | +302.2% | +39.9% | +264.0% |
| 5Y | +600.8% | +250.8% | +350.0% | +477.2% |
| All | +1,474.6% | +412.5% | +1,062.1% | +1,071.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling