+408.7%
AEM vs PRU
+99.2%
+309.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -6.8% | +3.6% | -10.5% | -7.0% |
| 30D | +0.8% | +8.9% | -8.1% | +0.5% |
| 3M | -0.8% | +0.2% | -1.0% | -0.9% |
| 6M | -8.5% | +23.7% | -32.2% | -9.2% |
| YTD | +5.9% | +13.7% | -7.8% | +5.3% |
| 1Y | +6.6% | +20.6% | -14.0% | +5.8% |
| 3Y | +302.2% | +56.3% | +245.9% | +297.0% |
| 5Y | +250.8% | +42.3% | +208.5% | +246.3% |
| All | +408.7% | +99.2% | +309.5% | +433.1% |
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