+39.2%
AEM vs PL
+176.6%
-137.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.5% | -9.3% | +8.8% | +0.6% |
| 30D | +24.0% | -18.9% | +42.9% | +27.0% |
| 3M | +16.1% | -58.4% | +74.5% | +28.1% |
| 6M | -11.6% | -30.3% | +18.7% | -8.7% |
| YTD | +21.5% | -8.1% | +29.7% | +21.7% |
| 1Y | +39.2% | +180.5% | -141.3% | +29.6% |
| All | +39.2% | +176.6% | -137.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling