+362.7%
AEM vs PR
+66.0%
+296.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +15.8% | -16.4% | +32.2% | +16.4% |
| 30D | +6.2% | -1.9% | +8.1% | +6.2% |
| 3M | +14.3% | +8.0% | +6.4% | +14.0% |
| 6M | +1.4% | +4.1% | -2.7% | +1.1% |
| YTD | +13.7% | +58.7% | -45.0% | +11.9% |
| 1Y | +21.3% | +75.8% | -54.5% | +19.0% |
| 3Y | +309.9% | +73.2% | +236.7% | +300.6% |
| 5Y | +301.0% | +230.1% | +70.8% | +284.3% |
| All | +362.7% | +66.0% | +296.7% | +300.6% |
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