+175.1%
AEM vs PCOR
-8.1%
+183.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -5.6% | +2.2% | -7.8% | -5.8% |
| 30D | -3.9% | +37.4% | -41.3% | -6.3% |
| 3M | -3.4% | +33.2% | -36.6% | -5.7% |
| 6M | -9.0% | +60.6% | -69.6% | -12.5% |
| YTD | +5.9% | +6.2% | -0.3% | +4.7% |
| 1Y | +4.0% | -1.1% | +5.1% | +3.3% |
| 3Y | +298.8% | +48.4% | +250.4% | +274.6% |
| 5Y | +250.7% | -13.1% | +263.8% | +228.0% |
| All | +175.1% | -8.1% | +183.1% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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