+3,594.0%
AEM vs PH
+25,185.5%
-21,591.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | -3.1% | +2.5% | -0.1% |
| 30D | +24.0% | -3.2% | +27.3% | +24.5% |
| 3M | +16.1% | +10.6% | +5.5% | +14.5% |
| 6M | -11.6% | -2.1% | -9.5% | -11.4% |
| YTD | +21.5% | +10.2% | +11.4% | +20.1% |
| 1Y | +39.2% | +28.2% | +11.0% | +34.8% |
| 3Y | +347.4% | +134.9% | +212.5% | +297.9% |
| 5Y | +290.1% | +253.6% | +36.5% | +226.9% |
| 10Y | +357.8% | +804.7% | -446.9% | +227.6% |
| All | +3,594.0% | +25,185.5% | -21,591.6% | +2,865.5% |
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