+2,226.8%
AEM vs RCAT
-100.0%
+2,326.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +24.0% | -3.3% | +27.4% | +24.0% |
| 3M | +16.1% | -43.2% | +59.3% | +16.1% |
| 6M | -11.6% | -43.2% | +31.6% | -11.6% |
| YTD | +21.5% | +5.5% | +16.0% | +21.5% |
| 1Y | +39.2% | -1.6% | +40.8% | +39.2% |
| 3Y | +347.4% | +773.7% | -426.3% | +346.7% |
| 5Y | +290.1% | +187.6% | +102.5% | +289.6% |
| 10Y | +357.8% | -98.5% | +456.2% | +358.8% |
| All | +2,226.8% | -100.0% | +2,326.8% | +2,487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling