+142.7%
WFC vs AEM
+369.2%
-226.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | +0.3% | -5.0% | +5.3% | +0.3% |
| 30D | +2.3% | +8.5% | -6.2% | +2.2% |
| 3M | +9.8% | +29.3% | -19.5% | +9.5% |
| 6M | +15.6% | -12.9% | +28.5% | +15.4% |
| YTD | -2.4% | +16.8% | -19.2% | -2.6% |
| 1Y | +13.8% | +29.8% | -16.0% | +13.7% |
| 3Y | +134.6% | +336.7% | -202.1% | +135.2% |
| 5Y | +127.9% | +299.9% | -172.0% | +127.8% |
| All | +142.7% | +369.2% | -226.5% | +141.0% |
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