+19.4%
AEM vs PHM
+13.8%
+5.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +7.5% | +8.7% | -1.2% | +4.4% |
| 30D | +1.6% | +16.4% | -14.8% | -3.7% |
| 3M | +14.5% | +1.8% | +12.7% | +13.4% |
| 6M | +6.6% | +15.1% | -8.4% | +0.5% |
| YTD | +12.2% | +16.0% | -3.8% | +7.2% |
| 1Y | +19.4% | +14.1% | +5.3% | +14.2% |
| All | +19.4% | +13.8% | +5.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling