+1,831.6%
PWR vs AEM
+412.5%
+1,419.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | -6.8% | +18.1% | +12.2% |
| 30D | -8.9% | +0.8% | -9.7% | -9.1% |
| 3M | -10.5% | -0.8% | -9.7% | -10.8% |
| 6M | -22.2% | -8.5% | -13.7% | -22.0% |
| YTD | +42.7% | +5.9% | +36.8% | +40.5% |
| 1Y | +41.1% | +6.6% | +34.5% | +38.8% |
| 3Y | +242.7% | +302.2% | -59.4% | +197.8% |
| 5Y | +418.5% | +250.8% | +167.7% | +349.7% |
| All | +1,831.6% | +412.5% | +1,419.1% | +1,530.4% |
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