+2,265.0%
AEM vs RL
+1,573.0%
+692.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | +13.9% | +1.3% | +12.5% | +13.7% |
| 30D | +0.8% | +7.6% | -6.9% | +0.2% |
| 3M | +5.8% | -1.5% | +7.3% | +5.8% |
| 6M | -1.0% | +12.1% | -13.0% | -1.9% |
| YTD | +13.1% | +13.9% | -0.8% | +11.9% |
| 1Y | +14.4% | +20.7% | -6.2% | +12.8% |
| 3Y | +325.7% | +260.6% | +65.1% | +288.3% |
| 5Y | +273.7% | +248.9% | +24.9% | +238.6% |
| 10Y | +390.1% | +355.9% | +34.2% | +325.8% |
| All | +2,265.0% | +1,573.0% | +692.0% | +1,745.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling