+4,240.7%
AEM vs RBA
+4,003.4%
+237.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | +15.8% | +4.3% | +11.6% | +14.9% |
| 30D | +6.2% | +16.3% | -10.1% | +3.0% |
| 3M | +14.3% | +1.3% | +13.0% | +13.8% |
| 6M | +1.4% | -11.1% | +12.5% | +2.8% |
| YTD | +13.7% | -8.5% | +22.2% | +14.4% |
| 1Y | +21.3% | -2.1% | +23.4% | +20.4% |
| 3Y | +309.9% | +44.6% | +265.3% | +272.9% |
| 5Y | +301.0% | +36.8% | +264.1% | +262.1% |
| 10Y | +344.0% | +227.3% | +116.7% | +223.5% |
| All | +4,240.7% | +4,003.4% | +237.2% | +2,084.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling