+346.7%
AEM vs RMD
+276.6%
+70.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -5.0% | -4.2% | -0.9% | -4.3% |
| 30D | +8.5% | -2.1% | +10.5% | +8.9% |
| 3M | +29.3% | +13.8% | +15.5% | +26.0% |
| 6M | -12.9% | -10.6% | -2.3% | -11.4% |
| YTD | +16.8% | -8.1% | +24.9% | +18.1% |
| 1Y | +29.8% | -18.0% | +47.8% | +33.9% |
| 3Y | +336.7% | +52.9% | +283.9% | +297.7% |
| 5Y | +299.9% | -22.3% | +322.2% | +303.2% |
| All | +346.7% | +276.6% | +70.1% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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