+356.7%
AEM vs PTC
-2.9%
+359.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.9% | -0.8% |
| 7D | -0.5% | -10.3% | +9.7% | +0.1% |
| 30D | +24.0% | +1.1% | +22.9% | +24.0% |
| 3M | +16.1% | +1.6% | +14.5% | +16.1% |
| 6M | -11.6% | -13.5% | +1.9% | -10.3% |
| YTD | +21.5% | -19.1% | +40.6% | +24.2% |
| 1Y | +39.2% | -33.9% | +73.1% | +44.9% |
| All | +356.7% | -2.9% | +359.6% | +344.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling