+124.3%
PM vs AEM
+349.6%
-225.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -1.3% | +4.3% | -5.6% | -1.6% |
| 30D | -2.6% | +13.1% | -15.7% | -3.5% |
| 3M | +5.8% | +24.8% | -19.0% | +3.9% |
| 6M | +10.6% | -8.2% | +18.8% | +11.9% |
| YTD | +17.2% | +19.8% | -2.7% | +14.7% |
| 1Y | +17.6% | +32.1% | -14.4% | +13.0% |
| 3Y | +124.3% | +348.2% | -223.9% | +77.9% |
| All | +124.3% | +349.6% | -225.4% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling