+2,435.4%
AEM vs RMBS
+1,363.4%
+1,072.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +4.3% | +3.0% | +1.4% | +4.3% |
| 30D | +13.1% | -14.4% | +27.5% | +13.5% |
| 3M | +24.8% | -42.8% | +67.6% | +26.3% |
| 6M | -8.2% | -1.4% | -6.8% | -8.3% |
| YTD | +19.8% | -5.4% | +25.3% | +19.7% |
| 1Y | +32.1% | +18.6% | +13.5% | +31.2% |
| 3Y | +348.2% | +57.3% | +290.9% | +340.6% |
| 5Y | +297.5% | +265.7% | +31.8% | +285.0% |
| 10Y | +343.3% | +546.0% | -202.7% | +325.0% |
| All | +2,435.4% | +1,363.4% | +1,072.0% | +3,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling