+376.1%
AEM vs PRU
+135.5%
+240.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +3.0% | -1.9% | +4.9% | +3.1% |
| 30D | +12.5% | -2.6% | +15.1% | +12.5% |
| 3M | +26.9% | +14.7% | +12.2% | +26.5% |
| 6M | -9.4% | +25.7% | -35.1% | -10.0% |
| YTD | +20.3% | +8.3% | +12.0% | +19.8% |
| 1Y | +33.8% | +17.3% | +16.5% | +33.1% |
| 3Y | +349.8% | +43.2% | +306.6% | +346.1% |
| 5Y | +301.0% | +43.5% | +257.5% | +298.4% |
| 10Y | +376.1% | +134.6% | +241.5% | +404.9% |
| All | +376.1% | +135.5% | +240.5% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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