+3,255.3%
AEM vs PTC
+8,866.4%
-5,611.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | -1.2% | +0.9% | -2.1% | -1.2% |
| 3M | +2.5% | +30.4% | -27.8% | +1.8% |
| 6M | -5.1% | +34.4% | -39.5% | -5.9% |
| YTD | +10.4% | +12.6% | -2.2% | +9.8% |
| 1Y | +11.8% | +10.2% | +1.6% | +11.3% |
| 3Y | +315.6% | +29.4% | +286.3% | +311.5% |
| 5Y | +266.3% | +63.7% | +202.5% | +260.3% |
| 10Y | +427.4% | +316.9% | +110.5% | +409.9% |
| All | +3,255.3% | +8,866.4% | -5,611.1% | +3,975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling