+3,255.3%
AEM vs PH
+25,456.4%
-22,201.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | +1.4% | +6.9% | -5.5% | +0.5% |
| 30D | -1.2% | +1.7% | -2.9% | -1.4% |
| 3M | +2.5% | -8.1% | +10.7% | +3.6% |
| 6M | -5.1% | +11.5% | -16.6% | -6.5% |
| YTD | +10.4% | +11.4% | -1.0% | +8.9% |
| 1Y | +11.8% | +14.1% | -2.3% | +9.9% |
| 3Y | +315.6% | +138.2% | +177.4% | +269.3% |
| 5Y | +266.3% | +216.0% | +50.3% | +211.2% |
| 10Y | +427.4% | +710.0% | -282.6% | +283.2% |
| All | +3,255.3% | +25,456.4% | -22,201.1% | +2,589.1% |
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 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