+343.3%
AEM vs P
+712.4%
-369.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +4.3% | +7.8% | -3.5% | +3.7% |
| 30D | +13.1% | +12.3% | +0.8% | +11.7% |
| 3M | +24.8% | +37.1% | -12.3% | +21.0% |
| 6M | -8.2% | +66.1% | -74.3% | -12.6% |
| YTD | +19.8% | +50.9% | -31.1% | +14.8% |
| 1Y | +32.1% | +27.2% | +4.8% | +27.4% |
| 3Y | +348.2% | +158.7% | +189.5% | +302.7% |
| 5Y | +297.5% | +291.1% | +6.4% | +243.0% |
| 10Y | +343.3% | +715.0% | -371.7% | +254.5% |
| All | +343.3% | +712.4% | -369.1% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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