+21.3%
AEM vs PL
-3.5%
+24.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | -0.2% |
| 7D | +15.8% | -6.8% | +22.7% | +16.6% |
| 30D | +6.2% | -29.3% | +35.5% | +11.5% |
| 3M | +14.3% | -44.8% | +59.1% | +24.0% |
| 6M | +1.4% | -68.4% | +69.8% | +18.5% |
| YTD | +13.7% | -36.4% | +50.1% | +17.4% |
| 1Y | +21.3% | +0.7% | +20.6% | +14.5% |
| All | +21.3% | -3.5% | +24.9% | +14.5% |
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