+355.1%
AEM vs PBR
+697.0%
-341.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -2.1% | +5.4% | -7.5% | -2.7% |
| 30D | +8.4% | +22.9% | -14.4% | +5.8% |
| 3M | +27.3% | +19.6% | +7.6% | +24.3% |
| 6M | -9.7% | +16.5% | -26.1% | -11.8% |
| YTD | +19.0% | +86.7% | -67.7% | +9.7% |
| 1Y | +31.5% | +74.7% | -43.2% | +22.0% |
| 3Y | +338.7% | +102.6% | +236.1% | +297.0% |
| 5Y | +307.4% | +566.6% | -259.2% | +219.2% |
| All | +355.1% | +697.0% | -341.9% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling