+249.0%
AEM vs PL
+31.5%
+217.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | -6.8% | +10.0% | -16.9% | -7.6% |
| 30D | +0.8% | -2.3% | +3.1% | +0.8% |
| 3M | -0.8% | -44.2% | +43.4% | +3.6% |
| 6M | -8.5% | -66.1% | +57.6% | -1.2% |
| YTD | +5.9% | -30.0% | +35.9% | +7.7% |
| 1Y | +6.6% | +21.0% | -14.4% | +4.2% |
| 3Y | +302.2% | +516.5% | -214.3% | +236.9% |
| All | +249.0% | +31.5% | +217.4% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling