+338.7%
AEM vs PPG
-17.4%
+356.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | -2.1% | -6.2% | +4.1% | -0.3% |
| 30D | +8.4% | -7.9% | +16.4% | +11.0% |
| 3M | +27.3% | -10.2% | +37.5% | +31.1% |
| 6M | -9.7% | +2.7% | -12.3% | -9.9% |
| YTD | +19.0% | +4.9% | +14.1% | +18.8% |
| 1Y | +31.5% | -3.2% | +34.7% | +32.7% |
| 3Y | +338.7% | -17.0% | +355.7% | +367.6% |
| All | +338.7% | -17.4% | +356.1% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling