+3,119.8%
AEM vs ROL
+9,850.6%
-6,730.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.3% |
| 7D | -6.8% | +3.0% | -9.8% | -7.1% |
| 30D | +0.8% | +19.8% | -19.0% | -1.3% |
| 3M | -0.8% | +7.9% | -8.7% | -1.8% |
| 6M | -8.5% | -25.6% | +17.1% | -5.7% |
| YTD | +5.9% | -34.1% | +40.1% | +10.7% |
| 1Y | +6.6% | -31.4% | +38.0% | +10.8% |
| 3Y | +302.2% | +4.7% | +297.5% | +298.8% |
| 5Y | +250.8% | +15.6% | +235.2% | +242.9% |
| 10Y | +406.1% | +220.6% | +185.4% | +346.3% |
| All | +3,119.8% | +9,850.6% | -6,730.8% | +2,798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling