+346.7%
AEM vs ROL
+210.1%
+136.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -5.0% | -3.2% | -1.8% | -4.4% |
| 30D | +8.5% | -6.6% | +15.1% | +9.8% |
| 3M | +29.3% | -27.3% | +56.6% | +37.3% |
| 6M | -12.9% | -38.1% | +25.2% | -4.4% |
| YTD | +16.8% | -41.8% | +58.5% | +29.8% |
| 1Y | +29.8% | -37.8% | +67.6% | +42.1% |
| 3Y | +336.7% | -0.3% | +337.1% | +335.8% |
| 5Y | +299.9% | -5.1% | +305.0% | +298.6% |
| All | +346.7% | +210.1% | +136.6% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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