+311.9%
AEM vs RMBS
+267.8%
+44.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +3.0% | +3.5% | -0.5% | +2.6% |
| 30D | +12.5% | -8.6% | +21.1% | +13.6% |
| 3M | +26.9% | -40.3% | +67.3% | +33.9% |
| 6M | -9.4% | -1.0% | -8.5% | -10.1% |
| YTD | +20.3% | -4.6% | +24.9% | +19.4% |
| 1Y | +33.8% | +17.6% | +16.2% | +29.4% |
| 3Y | +349.8% | +58.6% | +291.2% | +307.0% |
| All | +311.9% | +267.8% | +44.1% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling