+1,463.9%
HWM vs AEM
+365.0%
+1,098.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.8% | +0.2% | +4.5% |
| 7D | +1.6% | +17.8% | -16.2% | -0.6% |
| 30D | -3.9% | +6.2% | -10.2% | -4.8% |
| 3M | -23.2% | +12.5% | -35.8% | -24.7% |
| 6M | -20.0% | +4.4% | -24.4% | -21.0% |
| YTD | +5.7% | +19.2% | -13.5% | +2.4% |
| 1Y | +4.9% | +25.5% | -20.6% | +1.0% |
| 3Y | +347.0% | +346.4% | +0.5% | +267.2% |
| 5Y | +563.0% | +305.7% | +257.3% | +442.5% |
| 10Y | +1,579.2% | +375.9% | +1,203.2% | +1,143.6% |
| All | +1,463.9% | +365.0% | +1,098.9% | +1,055.0% |
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