+304.9%
AEM vs RJF
+104.0%
+200.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | +8.4% | -4.3% | +12.7% | +8.8% |
| 3M | +27.3% | +15.7% | +11.6% | +25.9% |
| 6M | -9.7% | +17.8% | -27.5% | -10.8% |
| YTD | +19.0% | +9.2% | +9.8% | +17.9% |
| 1Y | +31.5% | +2.8% | +28.7% | +30.7% |
| 3Y | +338.7% | +69.5% | +269.2% | +320.7% |
| All | +304.9% | +104.0% | +200.8% | +302.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling