+301.0%
AEM vs ROL
-6.0%
+307.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | +3.0% | -3.3% | +6.3% | +3.9% |
| 30D | +12.5% | -7.2% | +19.7% | +14.5% |
| 3M | +26.9% | -27.0% | +53.9% | +37.2% |
| 6M | -9.4% | -39.5% | +30.1% | +3.3% |
| YTD | +20.3% | -41.8% | +62.1% | +38.5% |
| 1Y | +33.8% | -38.9% | +72.6% | +51.5% |
| 3Y | +349.8% | -0.4% | +350.2% | +345.0% |
| 5Y | +301.0% | -4.2% | +305.2% | +285.4% |
| All | +301.0% | -6.0% | +307.0% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling