+1,131.3%
PSX vs AEM
+698.4%
+433.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +2.8% | +4.3% | -1.5% | +2.6% |
| 30D | +27.8% | +13.1% | +14.6% | +26.8% |
| 3M | +42.0% | +24.8% | +17.2% | +40.0% |
| 6M | +58.1% | -8.2% | +66.4% | +58.4% |
| YTD | +105.0% | +19.8% | +85.2% | +101.4% |
| 1Y | +104.9% | +32.1% | +72.8% | +99.7% |
| 3Y | +134.1% | +348.2% | -214.1% | +107.3% |
| 5Y | +363.8% | +297.5% | +66.4% | +310.8% |
| 10Y | +370.1% | +343.3% | +26.8% | +305.6% |
| All | +1,131.3% | +698.4% | +433.0% | +993.9% |
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