+337.7%
SHW vs AEM
+412.5%
-74.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | -6.8% | +8.8% | +2.8% |
| 30D | +8.1% | +0.8% | +7.2% | +7.8% |
| 3M | -2.8% | -0.8% | -1.9% | -3.0% |
| 6M | +15.0% | -8.5% | +23.6% | +15.5% |
| YTD | +9.0% | +5.9% | +3.1% | +7.4% |
| 1Y | +4.5% | +6.6% | -2.1% | +2.8% |
| 3Y | +41.9% | +302.2% | -260.3% | +18.1% |
| 5Y | +10.7% | +250.8% | -240.1% | -8.1% |
| All | +337.7% | +412.5% | -74.8% | +242.8% |
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