+305.7%
AEM vs RL
+240.9%
+64.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -1.0% | +3.9% |
| 7D | +17.8% | +0.2% | +17.6% | +17.7% |
| 30D | +6.2% | +7.3% | -1.1% | +5.0% |
| 3M | +12.5% | +1.0% | +11.5% | +12.2% |
| 6M | +4.4% | +11.8% | -7.4% | +2.5% |
| YTD | +19.2% | +13.6% | +5.6% | +16.5% |
| 1Y | +25.5% | +24.0% | +1.5% | +21.5% |
| 3Y | +346.4% | +256.6% | +89.9% | +274.0% |
| 5Y | +305.7% | +240.2% | +65.4% | +209.7% |
| All | +305.7% | +240.9% | +64.7% | +209.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling