+250.7%
AEM vs PL
+33.5%
+217.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.8% |
| 7D | -5.6% | +22.3% | -27.9% | -7.2% |
| 30D | -3.9% | -8.3% | +4.4% | -3.4% |
| 3M | -3.4% | -43.3% | +39.8% | +0.7% |
| 6M | -9.0% | -65.8% | +56.8% | -1.8% |
| YTD | +5.9% | -29.5% | +35.4% | +7.6% |
| 1Y | +4.0% | +11.7% | -7.8% | +2.1% |
| 3Y | +298.8% | +540.6% | -241.8% | +233.1% |
| 5Y | +250.7% | +32.9% | +217.8% | +208.5% |
| All | +250.7% | +33.5% | +217.2% | +208.5% |
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 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