+346.7%
AEM vs ROK
+350.4%
-3.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.8% |
| 30D | +8.5% | -5.4% | +13.9% | +9.4% |
| 3M | +29.3% | -4.0% | +33.2% | +29.9% |
| 6M | -12.9% | +13.3% | -26.3% | -14.5% |
| YTD | +16.8% | +9.3% | +7.4% | +15.3% |
| 1Y | +29.8% | +25.8% | +4.0% | +26.0% |
| 3Y | +336.7% | +49.1% | +287.6% | +309.1% |
| 5Y | +299.9% | +45.9% | +254.1% | +268.7% |
| All | +346.7% | +350.4% | -3.7% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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