+21,462.4%
SHW vs AEM
+3,071.7%
+18,390.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | -6.8% | +8.8% | +2.2% |
| 30D | +8.1% | +0.8% | +7.2% | +8.0% |
| 3M | -2.8% | -0.8% | -1.9% | -2.8% |
| 6M | +15.0% | -8.5% | +23.6% | +15.2% |
| YTD | +9.0% | +5.9% | +3.1% | +8.6% |
| 1Y | +4.5% | +6.6% | -2.1% | +4.0% |
| 3Y | +41.9% | +302.2% | -260.3% | +35.5% |
| 5Y | +10.7% | +250.8% | -240.1% | +5.8% |
| 10Y | +340.4% | +406.1% | -65.7% | +315.3% |
| All | +21,462.4% | +3,071.7% | +18,390.6% | +21,050.5% |
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