+346.7%
AEM vs PEG
+148.3%
+198.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | +8.5% | -2.8% | +11.2% | +9.5% |
| 3M | +29.3% | -6.9% | +36.2% | +32.6% |
| 6M | -12.9% | -11.4% | -1.5% | -9.0% |
| YTD | +16.8% | -7.4% | +24.2% | +19.9% |
| 1Y | +29.8% | -8.3% | +38.1% | +33.8% |
| 3Y | +336.7% | +31.5% | +305.2% | +288.0% |
| 5Y | +299.9% | +38.0% | +262.0% | +248.4% |
| All | +346.7% | +148.3% | +198.4% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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