+11.8%
AEM vs RBA
-4.5%
+16.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -1.2% | +9.0% | -10.1% | -1.5% |
| 3M | +2.5% | +7.2% | -4.6% | +2.0% |
| 6M | -5.1% | -7.8% | +2.7% | -7.1% |
| YTD | +10.4% | -6.4% | +16.8% | +4.9% |
| 1Y | +11.8% | -4.2% | +15.9% | +5.3% |
| All | +11.8% | -4.5% | +16.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling