+390.1%
AEM vs PR
+65.1%
+325.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -6.1% | -5.2% |
| 7D | +13.9% | -9.5% | +23.4% | +14.1% |
| 30D | +0.8% | -5.7% | +6.5% | +0.9% |
| 3M | +5.8% | +3.0% | +2.8% | +5.6% |
| 6M | -1.0% | +11.8% | -12.8% | -1.4% |
| YTD | +13.1% | +58.5% | -45.4% | +11.3% |
| 1Y | +14.4% | +69.9% | -55.5% | +12.3% |
| 3Y | +325.7% | +84.9% | +240.8% | +315.4% |
| 5Y | +273.7% | +246.4% | +27.3% | +258.3% |
| 10Y | +390.1% | +70.3% | +319.8% | +327.0% |
| All | +390.1% | +65.1% | +325.0% | +327.0% |
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