+31.5%
AEM vs RMBS
+11.7%
+19.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | +8.4% | -13.9% | +22.3% | +11.0% |
| 3M | +27.3% | -39.8% | +67.1% | +37.2% |
| 6M | -9.7% | -6.0% | -3.6% | -10.1% |
| YTD | +19.0% | -5.4% | +24.3% | +18.1% |
| 1Y | +31.5% | -1.8% | +33.3% | +28.4% |
| All | +31.5% | +11.7% | +19.8% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling