+408.7%
AEM vs RIG
-46.1%
+454.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -6.8% | +5.7% | -12.6% | -7.1% |
| 30D | +0.8% | -0.7% | +1.5% | +0.7% |
| 3M | -0.8% | -3.1% | +2.3% | -0.9% |
| 6M | -8.5% | -16.3% | +7.8% | -8.1% |
| YTD | +5.9% | +34.1% | -28.2% | +3.9% |
| 1Y | +6.6% | +38.2% | -31.6% | +4.4% |
| 3Y | +302.2% | -15.3% | +317.5% | +297.5% |
| 5Y | +250.8% | +62.5% | +188.3% | +235.5% |
| All | +408.7% | -46.1% | +454.8% | +398.4% |
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