+195.4%
AEM vs PCOR
-10.3%
+205.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +15.8% | +22.7% | -6.9% | +13.9% |
| 30D | +6.2% | +37.5% | -31.3% | +3.6% |
| 3M | +14.3% | +35.2% | -20.9% | +11.6% |
| 6M | +1.4% | +42.2% | -40.8% | -1.6% |
| YTD | +13.7% | +3.6% | +10.2% | +12.6% |
| 1Y | +21.3% | -4.8% | +26.1% | +21.0% |
| 3Y | +309.9% | +48.3% | +261.6% | +284.7% |
| 5Y | +301.0% | -20.1% | +321.0% | +276.6% |
| All | +195.4% | -10.3% | +205.7% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling