+18.7%
AEM vs PBR
+74.7%
-56.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -7.0% | +16.6% | +9.1% |
| 7D | +0.2% | -11.0% | +11.2% | -0.5% |
| 30D | +0.1% | -18.8% | +18.8% | -1.0% |
| 3M | +22.1% | +7.8% | +14.2% | +20.7% |
| 6M | +2.4% | -7.6% | +10.0% | +3.3% |
| YTD | +8.9% | +72.7% | -63.7% | -5.5% |
| 1Y | +18.7% | +72.9% | -54.2% | +3.4% |
| All | +18.7% | +74.7% | -56.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling