+355.1%
AEM vs PH
+820.2%
-465.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | +8.4% | -11.0% | +19.4% | +9.9% |
| 3M | +27.3% | +5.5% | +21.8% | +26.4% |
| 6M | -9.7% | +1.5% | -11.1% | -9.9% |
| YTD | +19.0% | +8.8% | +10.2% | +17.9% |
| 1Y | +31.5% | +24.5% | +7.0% | +28.5% |
| 3Y | +338.7% | +141.2% | +197.5% | +297.9% |
| 5Y | +307.4% | +256.3% | +51.1% | +253.2% |
| All | +355.1% | +820.2% | -465.1% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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