+208.8%
PM vs AEM
+369.2%
-160.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | +1.9% | -5.0% | +7.0% | +2.4% |
| 30D | +1.9% | +8.5% | -6.5% | +1.1% |
| 3M | +4.6% | +29.3% | -24.7% | +1.9% |
| 6M | +11.7% | -12.9% | +24.6% | +12.7% |
| YTD | +20.4% | +16.8% | +3.6% | +17.7% |
| 1Y | +19.0% | +29.8% | -10.9% | +14.7% |
| 3Y | +130.4% | +336.7% | -206.4% | +95.5% |
| 5Y | +131.5% | +299.9% | -168.5% | +95.5% |
| All | +208.8% | +369.2% | -160.4% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling