+2,640.7%
AEM vs PRU
+806.6%
+1,834.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.5% | +1.9% | -2.4% | -0.7% |
| 30D | +24.0% | +2.7% | +21.3% | +23.7% |
| 3M | +16.1% | +19.5% | -3.4% | +13.9% |
| 6M | -11.6% | +26.6% | -38.3% | -13.8% |
| YTD | +21.5% | +12.3% | +9.2% | +19.9% |
| 1Y | +39.2% | +18.0% | +21.1% | +36.5% |
| 3Y | +347.4% | +47.0% | +300.4% | +326.5% |
| 5Y | +290.1% | +48.4% | +241.7% | +269.5% |
| 10Y | +357.8% | +142.4% | +215.3% | +292.5% |
| All | +2,640.7% | +806.6% | +1,834.2% | +1,839.7% |
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