+510.0%
AEM vs PR
+169.5%
+340.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.5% | +2.9% | -3.4% | -0.6% |
| 30D | +24.0% | +18.0% | +6.0% | +23.5% |
| 3M | +16.1% | +16.9% | -0.8% | +15.6% |
| 6M | -11.6% | +28.2% | -39.8% | -12.4% |
| YTD | +21.5% | +69.3% | -47.8% | +19.5% |
| 1Y | +39.2% | +69.5% | -30.3% | +36.8% |
| 3Y | +347.4% | +81.7% | +265.7% | +337.4% |
| 5Y | +290.1% | +422.2% | -132.1% | +273.3% |
| 10Y | +357.8% | +110.4% | +247.4% | +322.8% |
| All | +510.0% | +169.5% | +340.6% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling