+3,541.8%
AEM vs PEG
+2,929.1%
+612.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +13.1% | -1.9% | +15.0% | +13.6% |
| 3M | +24.8% | -3.7% | +28.5% | +25.8% |
| 6M | -8.2% | -9.4% | +1.2% | -6.1% |
| YTD | +19.8% | -6.0% | +25.8% | +21.4% |
| 1Y | +32.1% | -4.4% | +36.4% | +33.3% |
| 3Y | +348.2% | +33.5% | +314.7% | +317.0% |
| 5Y | +297.5% | +35.7% | +261.7% | +267.9% |
| 10Y | +343.3% | +140.4% | +202.9% | +257.7% |
| All | +3,541.8% | +2,929.1% | +612.7% | +4,168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling