+209.6%
AEM vs PCOR
-9.0%
+218.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.7% |
| 7D | +17.8% | +22.2% | -4.4% | +15.9% |
| 30D | +6.2% | +36.0% | -29.8% | +3.7% |
| 3M | +12.5% | +34.0% | -21.5% | +9.9% |
| 6M | +4.4% | +43.5% | -39.1% | +1.3% |
| YTD | +19.2% | +5.1% | +14.1% | +17.9% |
| 1Y | +25.5% | -3.9% | +29.4% | +25.0% |
| 3Y | +346.4% | +52.9% | +293.5% | +318.1% |
| 5Y | +305.7% | -18.7% | +324.3% | +280.5% |
| All | +209.6% | -9.0% | +218.6% | +192.5% |
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