+376.1%
AEM vs RL
+297.6%
+78.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +12.5% | -17.5% | +30.0% | +13.5% |
| 3M | +26.9% | -14.0% | +40.9% | +27.8% |
| 6M | -9.4% | -2.0% | -7.5% | -9.3% |
| YTD | +20.3% | -4.6% | +24.9% | +20.5% |
| 1Y | +33.8% | +9.5% | +24.3% | +33.5% |
| 3Y | +349.8% | +200.5% | +149.3% | +339.6% |
| 5Y | +301.0% | +226.3% | +74.8% | +289.7% |
| 10Y | +376.1% | +304.8% | +71.3% | +399.8% |
| All | +376.1% | +297.6% | +78.5% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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