-76.8%
PATH vs AEM
+302.8%
-379.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.1% |
| 7D | -5.6% | +7.5% | -13.1% | -6.5% |
| 30D | -0.7% | +1.6% | -2.3% | -1.1% |
| 3M | -5.9% | +14.5% | -20.4% | -7.7% |
| 6M | +21.6% | +6.6% | +15.0% | +19.8% |
| YTD | -20.6% | +12.2% | -32.9% | -23.5% |
| 1Y | -10.6% | +19.4% | -30.0% | -14.8% |
| 3Y | -24.9% | +302.1% | -327.0% | -47.2% |
| 5Y | -76.8% | +295.7% | -372.5% | -83.8% |
| All | -76.8% | +302.8% | -379.6% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling