+2,013.5%
AEM vs RCAT
-100.0%
+2,113.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | +1.4% | +7.2% | -5.9% | +1.4% |
| 30D | -1.2% | -20.4% | +19.2% | -1.2% |
| 3M | +2.5% | -59.8% | +62.3% | +2.6% |
| 6M | -5.1% | -61.9% | +56.8% | -5.0% |
| YTD | +10.4% | -45.9% | +56.3% | +10.5% |
| 1Y | +11.8% | -50.5% | +62.3% | +11.8% |
| 3Y | +315.6% | +387.5% | -71.9% | +315.2% |
| 5Y | +266.3% | +70.9% | +195.3% | +265.9% |
| 10Y | +427.4% | -99.7% | +527.1% | +428.5% |
| All | +2,013.5% | -100.0% | +2,113.5% | +2,251.2% |
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 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