+375.9%
AEM vs P
+748.5%
-372.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.3% | -1.5% | +4.3% |
| 7D | +17.8% | -9.6% | +27.4% | +18.5% |
| 30D | +6.2% | -33.4% | +39.7% | +9.5% |
| 3M | +12.5% | +14.2% | -1.7% | +10.3% |
| 6M | +4.4% | +31.6% | -27.2% | +0.6% |
| YTD | +19.2% | +53.5% | -34.3% | +13.2% |
| 1Y | +25.5% | +14.2% | +11.3% | +21.3% |
| 3Y | +346.4% | +190.5% | +155.9% | +293.6% |
| 5Y | +305.7% | +256.3% | +49.3% | +248.1% |
| 10Y | +375.9% | +707.9% | -331.9% | +258.3% |
| All | +375.9% | +748.5% | -372.6% | +258.3% |
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