+2,757.5%
AEM vs RIG
-40.2%
+2,797.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.8% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +24.0% | +13.8% | +10.2% | +21.8% |
| 3M | +16.1% | -6.4% | +22.5% | +16.7% |
| 6M | -11.6% | -8.2% | -3.5% | -11.4% |
| YTD | +21.5% | +41.6% | -20.1% | +14.9% |
| 1Y | +39.2% | +88.7% | -49.5% | +26.1% |
| 3Y | +347.4% | -30.9% | +378.3% | +346.6% |
| 5Y | +290.1% | +57.7% | +232.5% | +229.3% |
| 10Y | +357.8% | -39.3% | +397.0% | +239.0% |
| All | +2,757.5% | -40.2% | +2,797.7% | +2,175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling