+836.5%
PM vs AEM
+205.3%
+631.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| YTD | +25.6% | +10.4% | +15.2% | +23.7% |
| 1Y | +29.7% | +11.8% | +17.9% | +27.4% |
| 3Y | +147.6% | +315.6% | -168.1% | +120.2% |
| 5Y | +160.1% | +266.3% | -106.1% | +131.4% |
| 10Y | +260.9% | +427.4% | -166.4% | +207.4% |
| All | +836.5% | +205.3% | +631.2% | +614.7% |
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