+348.2%
AEM vs ROL
+1.0%
+347.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +4.3% | -3.4% | +7.8% | +5.2% |
| 30D | +13.1% | -6.9% | +20.1% | +15.0% |
| 3M | +24.8% | -24.6% | +49.4% | +33.3% |
| 6M | -8.2% | -39.5% | +31.3% | +4.9% |
| YTD | +19.8% | -41.1% | +60.9% | +38.1% |
| 1Y | +32.1% | -37.9% | +70.0% | +49.3% |
| 3Y | +348.2% | +0.8% | +347.4% | +366.5% |
| All | +348.2% | +1.0% | +347.2% | +366.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling