+304.9%
AEM vs RDW
-9.1%
+313.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.0% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | +8.4% | -21.3% | +29.7% | +9.8% |
| 3M | +27.3% | -37.9% | +65.1% | +29.9% |
| 6M | -9.7% | +12.3% | -21.9% | -11.1% |
| YTD | +19.0% | +39.7% | -20.8% | +15.5% |
| 1Y | +31.5% | +25.7% | +5.8% | +27.5% |
| 3Y | +338.7% | +230.8% | +107.9% | +304.4% |
| All | +304.9% | -9.1% | +313.9% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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