+304.9%
AEM vs PBR
+552.2%
-247.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -2.1% | +5.4% | -7.5% | -2.9% |
| 30D | +8.4% | +22.9% | -14.4% | +5.2% |
| 3M | +27.3% | +19.6% | +7.6% | +23.6% |
| 6M | -9.7% | +16.5% | -26.1% | -12.4% |
| YTD | +19.0% | +86.7% | -67.7% | +6.5% |
| 1Y | +31.5% | +74.7% | -43.2% | +18.8% |
| 3Y | +338.7% | +102.6% | +236.1% | +282.0% |
| All | +304.9% | +552.2% | -247.3% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling