+3,448.7%
AEM vs PAYX
+35,195.9%
-31,747.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -5.0% | -7.9% | +2.9% | -5.0% |
| 30D | +8.5% | -5.0% | +13.5% | +8.5% |
| 3M | +29.3% | +15.1% | +14.2% | +29.2% |
| 6M | -12.9% | +23.9% | -36.9% | -13.0% |
| YTD | +16.8% | +6.2% | +10.6% | +16.8% |
| 1Y | +29.8% | -9.6% | +39.5% | +30.0% |
| 3Y | +336.7% | +5.8% | +330.9% | +336.8% |
| 5Y | +299.9% | +22.0% | +278.0% | +300.2% |
| 10Y | +362.2% | +165.1% | +197.1% | +366.1% |
| All | +3,448.7% | +35,195.9% | -31,747.2% | +3,676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling