+3,119.8%
AEM vs PHM
+11,720.3%
-8,600.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.8% | -4.1% | -2.7% | -6.5% |
| 30D | +0.8% | +16.1% | -15.3% | -0.3% |
| 3M | -0.8% | -2.5% | +1.7% | -0.6% |
| 6M | -8.5% | +12.9% | -21.4% | -9.3% |
| YTD | +5.9% | +9.0% | -3.1% | +5.2% |
| 1Y | +6.6% | +8.2% | -1.6% | +5.9% |
| 3Y | +302.2% | +58.4% | +243.8% | +287.9% |
| 5Y | +250.8% | +159.2% | +91.6% | +225.9% |
| 10Y | +406.1% | +676.9% | -270.8% | +339.2% |
| All | +3,119.8% | +11,720.3% | -8,600.5% | +3,628.3% |
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 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