+337.0%
AEM vs PPL
+54.2%
+282.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +2.7% | -3.2% | -1.3% |
| 30D | +24.0% | +0.5% | +23.6% | +23.8% |
| 3M | +16.1% | +0.7% | +15.4% | +15.6% |
| 6M | -11.6% | -7.6% | -4.0% | -9.8% |
| YTD | +21.5% | +1.8% | +19.7% | +20.4% |
| 1Y | +39.2% | -0.8% | +39.9% | +38.9% |
| 3Y | +347.4% | +56.9% | +290.6% | +292.3% |
| 5Y | +290.1% | +39.5% | +250.6% | +251.3% |
| All | +337.0% | +54.2% | +282.8% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling