+297.5%
AEM vs RCAT
+192.8%
+104.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.6% |
| 7D | +4.3% | +5.4% | -1.1% | +4.1% |
| 30D | +13.1% | -5.6% | +18.7% | +13.3% |
| 3M | +24.8% | -30.2% | +55.0% | +26.1% |
| 6M | -8.2% | -43.4% | +35.2% | -7.1% |
| YTD | +19.8% | +9.6% | +10.2% | +19.2% |
| 1Y | +32.1% | -2.0% | +34.0% | +31.2% |
| 3Y | +348.2% | +825.0% | -476.8% | +310.4% |
| 5Y | +297.5% | +199.8% | +97.6% | +266.7% |
| All | +297.5% | +192.8% | +104.7% | +266.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling