+349.9%
WELL vs AEM
+369.2%
-19.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | -2.2% | -5.0% | +2.8% | -1.7% |
| 30D | +4.7% | +8.5% | -3.8% | +3.6% |
| 3M | +11.9% | +29.3% | -17.3% | +8.5% |
| 6M | +14.3% | -12.9% | +27.2% | +15.4% |
| YTD | +28.4% | +16.8% | +11.6% | +24.7% |
| 1Y | +42.3% | +29.8% | +12.5% | +36.0% |
| 3Y | +202.6% | +336.7% | -134.2% | +149.2% |
| 5Y | +206.5% | +299.9% | -93.4% | +151.2% |
| All | +349.9% | +369.2% | -19.3% | +251.4% |
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