+408.7%
AEM vs PR
+86.0%
+322.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -6.8% | +6.0% | -12.8% | -7.0% |
| 30D | +0.8% | -4.2% | +5.0% | +0.9% |
| 3M | -0.8% | +10.0% | -10.8% | -1.2% |
| 6M | -8.5% | +15.6% | -24.1% | -9.0% |
| YTD | +5.9% | +68.2% | -62.2% | +4.1% |
| 1Y | +6.6% | +79.2% | -72.6% | +4.5% |
| 3Y | +302.2% | +94.9% | +207.3% | +292.1% |
| 5Y | +250.8% | +272.8% | -22.0% | +236.0% |
| All | +408.7% | +86.0% | +322.7% | +352.0% |
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