+851.8%
AEM vs RNG
+309.1%
+542.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -1.2% |
| 7D | +4.3% | -0.8% | +5.2% | +4.4% |
| 30D | +13.1% | +11.4% | +1.7% | +12.3% |
| 3M | +24.8% | +72.1% | -47.3% | +20.3% |
| 6M | -8.2% | +67.9% | -76.2% | -11.8% |
| YTD | +19.8% | +144.3% | -124.5% | +11.6% |
| 1Y | +32.1% | +117.5% | -85.5% | +23.7% |
| 3Y | +348.2% | +123.9% | +224.3% | +312.6% |
| 5Y | +297.5% | -70.1% | +367.6% | +301.3% |
| 10Y | +343.3% | +215.9% | +127.4% | +316.4% |
| All | +851.8% | +309.1% | +542.8% | +806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling