+376.3%
PSX vs AEM
+369.2%
+7.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | +1.5% | -5.0% | +6.6% | +1.7% |
| 30D | +15.8% | +8.5% | +7.4% | +15.3% |
| 3M | +43.0% | +29.3% | +13.7% | +40.9% |
| 6M | +61.1% | -12.9% | +74.0% | +62.1% |
| YTD | +104.5% | +16.8% | +87.8% | +101.3% |
| 1Y | +102.5% | +29.8% | +72.7% | +97.5% |
| 3Y | +133.5% | +336.7% | -203.2% | +104.5% |
| 5Y | +367.0% | +299.9% | +67.0% | +307.5% |
| All | +376.3% | +369.2% | +7.1% | +311.8% |
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 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