+355.1%
AEM vs RIG
-41.2%
+396.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.0% |
| 7D | -2.1% | -3.1% | +0.9% | -2.0% |
| 30D | +8.4% | -0.5% | +9.0% | +8.4% |
| 3M | +27.3% | -6.0% | +33.3% | +27.5% |
| 6M | -9.7% | -10.1% | +0.5% | -9.4% |
| YTD | +19.0% | +37.3% | -18.3% | +16.7% |
| 1Y | +31.5% | +73.9% | -42.4% | +27.3% |
| 3Y | +338.7% | -30.2% | +368.9% | +337.9% |
| 5Y | +307.4% | +62.5% | +245.0% | +288.9% |
| All | +355.1% | -41.2% | +396.2% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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