+376.1%
AEM vs PTC
+196.2%
+179.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.8% |
| 7D | +3.0% | -13.6% | +16.6% | +4.8% |
| 30D | +12.5% | -14.7% | +27.1% | +14.6% |
| 3M | +26.9% | -5.9% | +32.8% | +27.4% |
| 6M | -9.4% | -21.1% | +11.7% | -7.1% |
| YTD | +20.3% | -26.0% | +46.3% | +24.2% |
| 1Y | +33.8% | -36.8% | +70.6% | +41.1% |
| 3Y | +349.8% | -10.3% | +360.1% | +346.8% |
| 5Y | +301.0% | +1.2% | +299.8% | +288.3% |
| 10Y | +376.1% | +198.3% | +177.8% | +279.2% |
| All | +376.1% | +196.2% | +179.9% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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