+13.8%
WFC vs AEM
+28.8%
-15.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +0.3% | -5.0% | +5.3% | +0.6% |
| 30D | +2.3% | +8.5% | -6.2% | +1.4% |
| 3M | +9.8% | +29.3% | -19.5% | +7.0% |
| 6M | +15.6% | -12.9% | +28.5% | +16.0% |
| YTD | -2.4% | +16.8% | -19.2% | -6.0% |
| 1Y | +13.8% | +29.8% | -16.0% | +9.6% |
| All | +13.8% | +28.8% | -15.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling