+3,336.5%
AEM vs PPL
+2,153.2%
+1,183.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.2% |
| 7D | +13.9% | 0.0% | +13.8% | +13.8% |
| 30D | +0.8% | +4.3% | -3.5% | -0.2% |
| 3M | +5.8% | +2.9% | +2.8% | +5.0% |
| 6M | -1.0% | +1.1% | -2.1% | -1.4% |
| YTD | +13.1% | +4.5% | +8.6% | +11.6% |
| 1Y | +14.4% | +0.1% | +14.3% | +14.0% |
| 3Y | +325.7% | +55.7% | +270.0% | +285.5% |
| 5Y | +273.7% | +47.6% | +226.1% | +241.5% |
| 10Y | +390.1% | +66.8% | +323.3% | +323.9% |
| All | +3,336.5% | +2,153.2% | +1,183.3% | +3,169.1% |
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