+348.2%
AEM vs RL
+211.8%
+136.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +4.3% | +1.9% | +2.5% | +4.0% |
| 30D | +13.1% | -12.2% | +25.3% | +15.5% |
| 3M | +24.8% | -6.6% | +31.4% | +26.2% |
| 6M | -8.2% | +3.2% | -11.4% | -8.6% |
| YTD | +19.8% | -1.3% | +21.1% | +19.7% |
| 1Y | +32.1% | +13.6% | +18.5% | +30.1% |
| 3Y | +348.2% | +210.9% | +137.3% | +282.1% |
| All | +348.2% | +211.8% | +136.4% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling