+3,541.8%
AEM vs RJF
+49,360.8%
-45,819.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +4.3% | +1.8% | +2.6% | +4.3% |
| 30D | +13.1% | 0.0% | +13.1% | +13.1% |
| 3M | +24.8% | +18.0% | +6.8% | +24.2% |
| 6M | -8.2% | +17.0% | -25.2% | -8.7% |
| YTD | +19.8% | +11.1% | +8.7% | +19.4% |
| 1Y | +32.1% | +8.0% | +24.1% | +31.7% |
| 3Y | +348.2% | +73.3% | +274.9% | +340.7% |
| 5Y | +297.5% | +107.4% | +190.0% | +288.5% |
| 10Y | +343.3% | +428.5% | -85.2% | +319.0% |
| All | +3,541.8% | +49,360.8% | -45,819.0% | +4,663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling