+301.0%
AEM vs PH
+251.4%
+49.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +12.5% | -10.3% | +22.8% | +14.9% |
| 3M | +26.9% | +5.1% | +21.9% | +25.6% |
| 6M | -9.4% | +2.3% | -11.7% | -10.0% |
| YTD | +20.3% | +8.7% | +11.6% | +18.5% |
| 1Y | +33.8% | +26.8% | +7.0% | +28.8% |
| 3Y | +349.8% | +139.2% | +210.6% | +279.7% |
| 5Y | +301.0% | +251.1% | +49.9% | +199.4% |
| All | +301.0% | +251.4% | +49.6% | +199.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling