+20,418.4%
SHW vs AEM
+3,538.8%
+16,879.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -9.5% | +24.0% | -33.5% | -10.2% |
| 3M | +11.5% | +16.1% | -4.6% | +10.8% |
| 6M | -3.5% | -11.6% | +8.1% | -3.3% |
| YTD | +3.7% | +21.5% | -17.8% | +2.9% |
| 1Y | -7.9% | +39.2% | -47.1% | -9.1% |
| 3Y | +24.7% | +347.4% | -322.7% | +18.7% |
| 5Y | +13.6% | +290.1% | -276.6% | +8.1% |
| 10Y | +283.0% | +357.8% | -74.8% | +261.0% |
| All | +20,418.4% | +3,538.8% | +16,879.6% | +19,946.5% |
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