+3,594.0%
AEM vs PPL
+2,096.5%
+1,497.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | +24.0% | +0.5% | +23.6% | +23.9% |
| 3M | +16.1% | +0.7% | +15.4% | +15.7% |
| 6M | -11.6% | -7.6% | -4.0% | -10.2% |
| YTD | +21.5% | +1.8% | +19.7% | +20.7% |
| 1Y | +39.2% | -0.8% | +39.9% | +39.0% |
| 3Y | +347.4% | +56.9% | +290.6% | +304.8% |
| 5Y | +290.1% | +39.5% | +250.6% | +260.9% |
| 10Y | +357.8% | +55.4% | +302.4% | +302.5% |
| All | +3,594.0% | +2,096.5% | +1,497.5% | +3,436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling