+4,538.8%
AEM vs RBA
+3,565.5%
+973.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.1% |
| 30D | +24.0% | -12.3% | +36.3% | +27.1% |
| 3M | +16.1% | -20.5% | +36.6% | +20.4% |
| 6M | -11.6% | -18.5% | +6.9% | -8.8% |
| YTD | +21.5% | -18.2% | +39.8% | +25.1% |
| 1Y | +39.2% | -27.5% | +66.7% | +46.6% |
| 3Y | +347.4% | +38.1% | +309.4% | +311.0% |
| 5Y | +290.1% | +44.8% | +245.3% | +248.3% |
| 10Y | +357.8% | +187.1% | +170.7% | +242.9% |
| All | +4,538.8% | +3,565.5% | +973.3% | +2,289.5% |
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