+311.9%
AEM vs PHM
+155.2%
+156.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +3.0% | -3.9% | +6.9% | +3.9% |
| 30D | +12.5% | -8.6% | +21.0% | +14.6% |
| 3M | +26.9% | -2.9% | +29.9% | +27.4% |
| 6M | -9.4% | -5.7% | -3.7% | -8.7% |
| YTD | +20.3% | +1.9% | +18.4% | +19.5% |
| 1Y | +33.8% | -12.3% | +46.1% | +36.4% |
| 3Y | +349.8% | +50.8% | +299.0% | +301.6% |
| All | +311.9% | +155.2% | +156.7% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling