+302.2%
AEM vs PRU
+56.8%
+245.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -6.8% | +3.6% | -10.5% | -7.4% |
| 30D | +0.8% | +8.9% | -8.1% | -0.4% |
| 3M | -0.8% | +0.2% | -1.0% | -1.1% |
| 6M | -8.5% | +23.7% | -32.2% | -11.3% |
| YTD | +5.9% | +13.7% | -7.8% | +3.0% |
| 1Y | +6.6% | +20.6% | -14.0% | +3.1% |
| 3Y | +302.2% | +56.3% | +245.9% | +257.8% |
| All | +302.2% | +56.8% | +245.4% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling