+245.9%
AEM vs PL
+46.6%
+199.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +14.5% | -9.7% | +3.6% |
| 7D | +17.8% | +10.9% | +7.0% | +16.6% |
| 30D | +6.2% | -16.4% | +22.6% | +7.5% |
| 3M | +12.5% | -39.9% | +52.5% | +16.8% |
| 6M | +4.4% | -63.2% | +67.6% | +12.0% |
| YTD | +19.2% | -27.1% | +46.3% | +20.8% |
| 1Y | +25.5% | +12.2% | +13.3% | +23.1% |
| 3Y | +346.4% | +584.3% | -237.8% | +271.9% |
| 5Y | +305.7% | +37.0% | +268.7% | +266.2% |
| All | +245.9% | +46.6% | +199.3% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling