+319.1%
AEM vs PH
+139.3%
+179.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | +1.4% | +6.9% | -5.5% | -0.3% |
| 30D | -1.2% | +1.7% | -2.9% | -1.7% |
| 3M | +2.5% | -8.1% | +10.7% | +4.3% |
| 6M | -5.1% | +11.5% | -16.6% | -7.6% |
| YTD | +10.4% | +11.4% | -1.0% | +8.1% |
| 1Y | +11.8% | +14.1% | -2.3% | +9.1% |
| All | +319.1% | +139.3% | +179.9% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling