+12.9%
SHW vs AEM
+296.4%
-283.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | -3.2% | +3.0% | -6.2% | -3.6% |
| 30D | -11.4% | +12.5% | -23.9% | -12.8% |
| 3M | +3.5% | +26.9% | -23.5% | +0.2% |
| 6M | -3.4% | -9.4% | +6.1% | -2.9% |
| YTD | -0.3% | +20.3% | -20.6% | -3.1% |
| 1Y | -10.4% | +33.8% | -44.2% | -14.2% |
| 3Y | +21.3% | +349.8% | -328.5% | -2.1% |
| 5Y | +12.9% | +301.0% | -288.2% | -11.2% |
| All | +12.9% | +296.4% | -283.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling