+343.5%
AEM vs RMD
+51.0%
+292.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.0% | -4.7% | +7.7% | +3.9% |
| 30D | +12.5% | +0.2% | +12.2% | +12.5% |
| 3M | +26.9% | +12.0% | +14.9% | +24.3% |
| 6M | -9.4% | -12.5% | +3.1% | -7.3% |
| YTD | +20.3% | -7.9% | +28.2% | +22.0% |
| 1Y | +33.8% | -20.4% | +54.2% | +38.7% |
| All | +343.5% | +51.0% | +292.5% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling