+3,555.0%
AEM vs PPG
+2,625.9%
+929.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +3.0% | -3.7% | +6.7% | +3.6% |
| 30D | +12.5% | -7.2% | +19.7% | +13.8% |
| 3M | +26.9% | -7.3% | +34.3% | +28.4% |
| 6M | -9.4% | +0.3% | -9.7% | -9.5% |
| YTD | +20.3% | +6.5% | +13.7% | +19.2% |
| 1Y | +33.8% | +0.5% | +33.2% | +33.5% |
| 3Y | +349.8% | -15.3% | +365.1% | +357.1% |
| 5Y | +301.0% | -22.9% | +323.9% | +309.1% |
| 10Y | +376.1% | +28.4% | +347.7% | +341.2% |
| All | +3,555.0% | +2,625.9% | +929.1% | +3,628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling