+346.7%
AEM vs RJF
+429.5%
-82.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.9% |
| 7D | -5.0% | -4.2% | -0.9% | -5.0% |
| 30D | +8.5% | -3.6% | +12.1% | +8.5% |
| 3M | +29.3% | +15.6% | +13.6% | +29.3% |
| 6M | -12.9% | +17.6% | -30.5% | -12.9% |
| YTD | +16.8% | +9.2% | +7.6% | +16.7% |
| 1Y | +29.8% | +5.5% | +24.3% | +29.7% |
| 3Y | +336.7% | +70.3% | +266.4% | +339.6% |
| 5Y | +299.9% | +106.0% | +193.9% | +308.8% |
| All | +346.7% | +429.5% | -82.8% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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