+33.8%
AEM vs RBA
-29.1%
+62.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | -1.9% | +4.9% | +3.1% |
| 30D | +12.5% | -13.0% | +25.5% | +13.6% |
| 3M | +26.9% | -23.1% | +50.1% | +27.1% |
| 6M | -9.4% | -22.6% | +13.1% | -9.9% |
| YTD | +20.3% | -20.4% | +40.7% | +19.2% |
| 1Y | +33.8% | -29.6% | +63.4% | +38.3% |
| All | +33.8% | -29.1% | +62.9% | +38.3% |
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