+33.8%
AEM vs RL
+9.8%
+24.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +12.5% | -17.5% | +30.0% | +19.9% |
| 3M | +26.9% | -14.0% | +40.9% | +33.2% |
| 6M | -9.4% | -2.0% | -7.5% | -9.2% |
| YTD | +20.3% | -4.6% | +24.9% | +19.3% |
| 1Y | +33.8% | +9.5% | +24.3% | +27.9% |
| All | +33.8% | +9.8% | +24.0% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling