-78.0%
PATH vs AEM
+248.6%
-326.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.5% | -16.5% |
| 7D | -16.3% | -0.5% | -15.8% | -16.2% |
| 30D | +9.9% | +24.0% | -14.1% | +7.0% |
| 3M | +30.2% | +16.1% | +14.1% | +27.5% |
| 6M | +37.2% | -11.6% | +48.8% | +39.0% |
| YTD | -7.3% | +21.5% | -28.9% | -11.4% |
| 1Y | +40.0% | +39.2% | +0.8% | +30.0% |
| 3Y | -4.4% | +347.4% | -351.8% | -32.8% |
| 5Y | -76.0% | +290.1% | -366.2% | -83.4% |
| All | -78.0% | +248.6% | -326.6% | -84.0% |
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