+330.6%
AEM vs PHM
+47.0%
+283.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -5.0% | -6.4% | +1.3% | -3.8% |
| 30D | +8.5% | -12.1% | +20.5% | +11.3% |
| 3M | +29.3% | -1.5% | +30.8% | +29.4% |
| 6M | -12.9% | -6.0% | -6.9% | -12.2% |
| YTD | +16.8% | -0.3% | +17.1% | +16.8% |
| 1Y | +29.8% | -13.3% | +43.2% | +32.3% |
| All | +330.6% | +47.0% | +283.7% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling