+355.1%
AEM vs PAYX
+167.8%
+187.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -2.1% | -4.9% | +2.7% | -1.6% |
| 30D | +8.4% | -3.8% | +12.2% | +8.8% |
| 3M | +27.3% | +17.9% | +9.4% | +24.8% |
| 6M | -9.7% | +26.1% | -35.7% | -12.3% |
| YTD | +19.0% | +6.7% | +12.2% | +17.9% |
| 1Y | +31.5% | -10.7% | +42.2% | +33.7% |
| 3Y | +338.7% | +7.0% | +331.7% | +330.7% |
| 5Y | +307.4% | +22.6% | +284.8% | +292.9% |
| All | +355.1% | +167.8% | +187.2% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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