+360.1%
AEM vs RCAT
-98.5%
+458.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.4% |
| 7D | +3.0% | -2.3% | +5.3% | +3.0% |
| 30D | +12.5% | -18.7% | +31.2% | +12.6% |
| 3M | +26.9% | -29.3% | +56.2% | +27.1% |
| 6M | -9.4% | -42.3% | +32.9% | -9.3% |
| YTD | +20.3% | +2.5% | +17.7% | +20.2% |
| 1Y | +33.8% | -5.7% | +39.5% | +33.7% |
| 3Y | +349.8% | +764.9% | -415.1% | +344.6% |
| 5Y | +301.0% | +182.3% | +118.7% | +296.8% |
| All | +360.1% | -98.5% | +458.6% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling