+236.5%
AEM vs PSLV
+109.5%
+127.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -2.1% | -3.5% | +1.3% | +0.4% |
| 30D | +8.4% | -2.1% | +10.6% | +10.4% |
| 3M | +27.3% | -1.6% | +28.9% | +29.1% |
| 6M | -9.7% | -25.5% | +15.8% | +11.8% |
| YTD | +19.0% | -11.4% | +30.4% | +18.3% |
| 1Y | +31.5% | +48.6% | -17.1% | -15.0% |
| 3Y | +338.7% | +166.9% | +171.8% | +73.4% |
| 5Y | +307.4% | +152.4% | +155.0% | +69.7% |
| 10Y | +370.9% | +187.8% | +183.1% | +69.6% |
| All | +236.5% | +109.5% | +127.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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