+3,119.1%
AEM vs PH
+25,064.5%
-21,945.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.9% |
| 7D | -5.6% | +7.4% | -13.0% | -6.5% |
| 30D | -3.9% | +0.5% | -4.4% | -4.0% |
| 3M | -3.4% | -10.2% | +6.8% | -2.1% |
| 6M | -9.0% | +8.9% | -17.9% | -10.1% |
| YTD | +5.9% | +9.7% | -3.7% | +4.7% |
| 1Y | +4.0% | +12.8% | -8.8% | +2.4% |
| 3Y | +298.8% | +134.6% | +164.2% | +255.1% |
| 5Y | +250.7% | +204.5% | +46.2% | +199.4% |
| 10Y | +405.9% | +697.5% | -291.6% | +268.4% |
| All | +3,119.1% | +25,064.5% | -21,945.4% | +2,485.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling