+304.9%
AEM vs RNG
-68.4%
+373.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -2.1% | -6.1% | +4.0% | -1.8% |
| 30D | +8.4% | +9.6% | -1.2% | +7.8% |
| 3M | +27.3% | +83.3% | -56.0% | +22.4% |
| 6M | -9.7% | +77.9% | -87.6% | -13.4% |
| YTD | +19.0% | +139.9% | -121.0% | +10.6% |
| 1Y | +31.5% | +121.7% | -90.2% | +22.8% |
| 3Y | +338.7% | +121.9% | +216.8% | +302.4% |
| All | +304.9% | -68.4% | +373.2% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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