+330.6%
AEM vs PBR
+101.4%
+229.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.2% |
| 7D | -5.0% | +4.2% | -9.3% | -5.5% |
| 30D | +8.5% | +22.7% | -14.3% | +5.6% |
| 3M | +29.3% | +21.5% | +7.8% | +25.7% |
| 6M | -12.9% | +24.0% | -36.9% | -16.7% |
| YTD | +16.8% | +88.2% | -71.5% | +3.3% |
| 1Y | +29.8% | +74.8% | -45.0% | +16.1% |
| All | +330.6% | +101.4% | +229.2% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling