+102.5%
PSX vs AEM
+28.8%
+73.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -1.1% |
| 7D | +1.5% | -5.0% | +6.6% | +1.1% |
| 30D | +15.8% | +8.5% | +7.4% | +16.5% |
| 3M | +43.0% | +29.3% | +13.7% | +46.0% |
| 6M | +61.1% | -12.9% | +74.0% | +63.7% |
| YTD | +104.5% | +16.8% | +87.8% | +104.5% |
| 1Y | +102.5% | +29.8% | +72.7% | +111.2% |
| All | +102.5% | +28.8% | +73.7% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling