+287.0%
AEM vs RBA
+44.1%
+242.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.5% |
| 7D | +15.8% | +4.3% | +11.6% | +15.1% |
| 30D | +6.2% | +16.3% | -10.1% | +3.5% |
| 3M | +14.3% | +1.3% | +13.0% | +13.9% |
| 6M | +1.4% | -11.1% | +12.5% | +2.4% |
| YTD | +13.7% | -8.5% | +22.2% | +14.0% |
| 1Y | +21.3% | -2.1% | +23.4% | +20.1% |
| 3Y | +309.9% | +44.6% | +265.3% | +275.9% |
| All | +287.0% | +44.1% | +242.9% | +267.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling