+346.7%
AEM vs PHM
+557.7%
-211.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -5.0% | -6.4% | +1.3% | -3.9% |
| 30D | +8.5% | -12.1% | +20.5% | +11.1% |
| 3M | +29.3% | -1.5% | +30.8% | +29.4% |
| 6M | -12.9% | -6.0% | -6.9% | -12.1% |
| YTD | +16.8% | -0.3% | +17.1% | +16.5% |
| 1Y | +29.8% | -13.3% | +43.2% | +32.5% |
| 3Y | +336.7% | +47.6% | +289.2% | +298.3% |
| 5Y | +299.9% | +154.7% | +145.2% | +223.7% |
| All | +346.7% | +557.7% | -211.0% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling