+302.2%
AEM vs PPL
+55.5%
+246.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -6.8% | -0.4% | -6.5% | -6.7% |
| 30D | +0.8% | +2.6% | -1.8% | -0.3% |
| 3M | -0.8% | +0.8% | -1.6% | -1.3% |
| 6M | -8.5% | +1.4% | -9.9% | -9.5% |
| YTD | +5.9% | +4.3% | +1.6% | +3.0% |
| 1Y | +6.6% | +0.8% | +5.9% | +5.5% |
| 3Y | +302.2% | +57.9% | +244.3% | +181.5% |
| All | +302.2% | +55.5% | +246.7% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling