+299.9%
AEM vs PEG
+35.4%
+264.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | +29.3% | -6.9% | +36.2% | +33.4% |
| 6M | -12.9% | -11.4% | -1.5% | -8.0% |
| YTD | +16.8% | -7.4% | +24.2% | +20.6% |
| 1Y | +29.8% | -8.3% | +38.1% | +34.7% |
| 3Y | +336.7% | +31.5% | +305.2% | +264.4% |
| 5Y | +299.9% | +38.0% | +262.0% | +225.5% |
| All | +299.9% | +35.4% | +264.5% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling