-8.6%
PATH vs AEM
+11.3%
-19.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | -1.4% | -1.2% | -0.2% | -1.5% |
| 3M | -16.4% | +2.5% | -19.0% | -16.3% |
| 6M | +23.3% | -5.1% | +28.3% | +24.1% |
| YTD | -19.8% | +10.4% | -30.2% | -26.8% |
| 1Y | -8.6% | +11.8% | -20.3% | -17.5% |
| All | -8.6% | +11.3% | -19.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling