+355.1%
AEM vs RMBS
+566.4%
-211.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -2.1% | +1.8% | -3.9% | -2.3% |
| 30D | +8.4% | -13.9% | +22.3% | +10.3% |
| 3M | +27.3% | -39.8% | +67.1% | +34.3% |
| 6M | -9.7% | -6.0% | -3.6% | -10.0% |
| YTD | +19.0% | -5.4% | +24.3% | +17.8% |
| 1Y | +31.5% | -1.8% | +33.3% | +28.9% |
| 3Y | +338.7% | +53.7% | +285.0% | +294.7% |
| 5Y | +307.4% | +268.5% | +38.9% | +220.6% |
| All | +355.1% | +566.4% | -211.4% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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