+18.7%
AEM vs PFG
+46.8%
-28.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.1% | +5.5% | +8.1% |
| 7D | +0.2% | +4.9% | -4.7% | -1.4% |
| 30D | +0.1% | +5.7% | -5.6% | -1.8% |
| 3M | +22.1% | +2.6% | +19.5% | +20.4% |
| 6M | +2.4% | +19.8% | -17.4% | -5.7% |
| YTD | +8.9% | +36.3% | -27.4% | -5.9% |
| 1Y | +18.7% | +47.9% | -29.2% | -1.3% |
| All | +18.7% | +46.8% | -28.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling