+408.7%
AEM vs RBA
+207.2%
+201.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -6.8% | +1.7% | -8.6% | -7.1% |
| 30D | +0.8% | +8.3% | -7.5% | -0.5% |
| 3M | -0.8% | +10.5% | -11.4% | -2.6% |
| 6M | -8.5% | -5.9% | -2.6% | -8.4% |
| YTD | +5.9% | -6.9% | +12.8% | +6.1% |
| 1Y | +6.6% | -4.9% | +11.5% | +6.3% |
| 3Y | +302.2% | +64.5% | +237.7% | +264.6% |
| 5Y | +250.8% | +46.1% | +204.7% | +220.4% |
| All | +408.7% | +207.2% | +201.5% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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