+1,762.4%
WULF vs AEM
+2,231.8%
-469.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.1% |
| 7D | +15.6% | +3.0% | +12.6% | +15.5% |
| 30D | +5.7% | +12.5% | -6.7% | +5.3% |
| 3M | -32.3% | +26.9% | -59.2% | -32.9% |
| 6M | +23.7% | -9.4% | +33.1% | +23.9% |
| YTD | +49.1% | +20.3% | +28.8% | +48.5% |
| 1Y | +66.3% | +33.8% | +32.5% | +65.3% |
| 3Y | +851.7% | +349.8% | +501.9% | +826.3% |
| 5Y | -30.9% | +301.0% | -331.9% | -32.9% |
| 10Y | +86.9% | +376.1% | -289.1% | +82.9% |
| All | +1,762.4% | +2,231.8% | -469.4% | +2,028.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling