+90.7%
WFC vs AEM
+252.0%
-161.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | -6.8% | +9.4% | +2.9% |
| 30D | +7.0% | +0.8% | +6.2% | +6.8% |
| 3M | -1.8% | -0.8% | -0.9% | -2.0% |
| 6M | +18.4% | -8.5% | +26.9% | +18.5% |
| YTD | -5.6% | +5.9% | -11.5% | -6.6% |
| 1Y | +3.9% | +6.6% | -2.7% | +2.7% |
| 3Y | +126.3% | +302.2% | -175.9% | +104.5% |
| All | +90.7% | +252.0% | -161.3% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling