+299.9%
AEM vs ROK
+44.8%
+255.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.7% |
| 30D | +8.5% | -5.4% | +13.9% | +9.7% |
| 3M | +29.3% | -4.0% | +33.2% | +30.1% |
| 6M | -12.9% | +13.3% | -26.3% | -14.9% |
| YTD | +16.8% | +9.3% | +7.4% | +14.9% |
| 1Y | +29.8% | +25.8% | +4.0% | +25.2% |
| 3Y | +336.7% | +49.1% | +287.6% | +302.7% |
| 5Y | +299.9% | +45.9% | +254.1% | +245.1% |
| All | +299.9% | +44.8% | +255.2% | +245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling