+301.0%
AEM vs RIG
+64.1%
+236.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | +3.0% | -8.2% | +11.2% | +4.0% |
| 30D | +12.5% | -0.2% | +12.7% | +12.4% |
| 3M | +26.9% | -2.7% | +29.7% | +27.0% |
| 6M | -9.4% | -7.5% | -2.0% | -9.4% |
| YTD | +20.3% | +38.3% | -18.0% | +14.8% |
| 1Y | +33.8% | +81.8% | -48.1% | +23.4% |
| 3Y | +349.8% | -30.2% | +380.0% | +355.8% |
| 5Y | +301.0% | +59.9% | +241.1% | +256.5% |
| All | +301.0% | +64.1% | +236.9% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling