+33.8%
AEM vs PTC
-39.6%
+73.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.5% |
| 7D | +3.0% | -13.6% | +16.6% | +3.5% |
| 30D | +12.5% | -14.7% | +27.1% | +13.0% |
| 3M | +26.9% | -5.9% | +32.8% | +27.8% |
| 6M | -9.4% | -21.1% | +11.7% | -6.0% |
| YTD | +20.3% | -26.0% | +46.3% | +28.0% |
| 1Y | +33.8% | -36.8% | +70.6% | +55.4% |
| All | +33.8% | -39.6% | +73.4% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling