+408.6%
AEM vs PR
+83.7%
+324.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.1% |
| 7D | -5.6% | +6.7% | -12.3% | -5.8% |
| 30D | -3.9% | -6.1% | +2.3% | -3.8% |
| 3M | -3.4% | +6.9% | -10.3% | -3.7% |
| 6M | -9.0% | +14.6% | -23.6% | -9.5% |
| YTD | +5.9% | +66.1% | -60.2% | +4.1% |
| 1Y | +4.0% | +77.0% | -73.0% | +2.0% |
| 3Y | +298.8% | +93.8% | +204.9% | +288.8% |
| 5Y | +250.7% | +268.2% | -17.5% | +236.0% |
| All | +408.6% | +83.7% | +324.9% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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