+302.5%
PSX vs AEM
+252.0%
+50.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +7.8% | -6.8% | +14.7% | +8.1% |
| 30D | -10.9% | +0.8% | -11.7% | -11.0% |
| 3M | +14.5% | -0.8% | +15.3% | +14.2% |
| 6M | +56.1% | -8.5% | +64.6% | +56.7% |
| YTD | +109.6% | +5.9% | +103.6% | +105.0% |
| 1Y | +95.5% | +6.6% | +88.9% | +90.9% |
| 3Y | +156.2% | +302.2% | -146.0% | +93.3% |
| All | +302.5% | +252.0% | +50.6% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling