+3,594.0%
AEM vs PHM
+11,456.8%
-7,862.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | +24.0% | -6.4% | +30.5% | +24.6% |
| 3M | +16.1% | +5.5% | +10.6% | +15.6% |
| 6M | -11.6% | -5.4% | -6.2% | -11.3% |
| YTD | +21.5% | +6.6% | +15.0% | +20.9% |
| 1Y | +39.2% | -8.8% | +48.0% | +39.8% |
| 3Y | +347.4% | +54.1% | +293.3% | +332.1% |
| 5Y | +290.1% | +144.5% | +145.7% | +263.7% |
| 10Y | +357.8% | +569.4% | -211.6% | +300.0% |
| All | +3,594.0% | +11,456.8% | -7,862.8% | +4,184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling