+2,464.6%
AEM vs PRU
+785.9%
+1,678.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +4.0% | +1.6% |
| 7D | +15.8% | +2.4% | +13.4% | +15.6% |
| 30D | +6.2% | +6.1% | +0.1% | +5.5% |
| 3M | +14.3% | -0.7% | +15.1% | +14.4% |
| 6M | +1.4% | +22.1% | -20.7% | -0.7% |
| YTD | +13.7% | +9.8% | +4.0% | +12.4% |
| 1Y | +21.3% | +19.4% | +2.0% | +18.9% |
| 3Y | +309.9% | +50.4% | +259.5% | +289.9% |
| 5Y | +301.0% | +37.2% | +263.8% | +282.9% |
| 10Y | +344.0% | +119.5% | +224.5% | +285.5% |
| All | +2,464.6% | +785.9% | +1,678.7% | +1,719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling