+112.4%
WFC vs AEM
+412.5%
-300.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | -6.8% | +9.4% | +2.6% |
| 30D | +7.0% | +0.8% | +6.2% | +6.9% |
| 3M | -1.8% | -0.8% | -0.9% | -1.8% |
| 6M | +18.4% | -8.5% | +26.9% | +18.3% |
| YTD | -5.6% | +5.9% | -11.5% | -5.8% |
| 1Y | +3.9% | +6.6% | -2.7% | +3.7% |
| 3Y | +126.3% | +302.2% | -175.9% | +125.0% |
| 5Y | +91.1% | +250.8% | -159.7% | +89.2% |
| All | +112.4% | +412.5% | -300.1% | +112.8% |
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