+29.1%
AEM vs RJF
+5.1%
+24.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -5.0% | -4.2% | -0.9% | -4.0% |
| 30D | +8.5% | -3.6% | +12.1% | +9.4% |
| 3M | +29.3% | +15.6% | +13.6% | +24.4% |
| 6M | -12.9% | +17.6% | -30.5% | -16.7% |
| YTD | +16.8% | +9.2% | +7.6% | +11.5% |
| All | +29.1% | +5.1% | +24.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling