+119,301.1%
APH vs AEM
+7,307.4%
+111,993.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | -5.9% | +15.8% | -21.8% | -7.0% |
| 30D | -14.8% | +6.2% | -21.0% | -15.2% |
| 3M | -12.4% | +14.3% | -26.8% | -13.4% |
| 6M | +8.1% | +1.4% | +6.7% | +7.6% |
| YTD | +10.9% | +13.7% | -2.8% | +9.5% |
| 1Y | +8.8% | +21.3% | -12.6% | +6.9% |
| 3Y | +262.1% | +309.9% | -47.8% | +228.9% |
| 5Y | +283.1% | +301.0% | -17.8% | +246.1% |
| 10Y | +908.1% | +344.0% | +564.1% | +789.8% |
| All | +119,301.1% | +7,307.4% | +111,993.7% | +106,112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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