+146.7%
PM vs AEM
+318.0%
-171.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.2% |
| 7D | -7.1% | +1.4% | -8.4% | -7.2% |
| 30D | -2.8% | -1.2% | -1.6% | -2.9% |
| 3M | +6.3% | +2.5% | +3.8% | +5.8% |
| 6M | +9.6% | -5.1% | +14.7% | +10.2% |
| YTD | +25.6% | +10.4% | +15.2% | +23.5% |
| 1Y | +29.7% | +11.8% | +17.9% | +27.1% |
| All | +146.7% | +318.0% | -171.2% | +98.8% |
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 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