+302.1%
AEM vs ROP
-5.5%
+307.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -5.6% | -2.7% | -3.0% | -5.6% |
| 30D | -3.9% | +29.7% | -33.6% | -4.4% |
| 3M | -3.4% | +21.2% | -24.7% | -3.5% |
| 6M | -9.0% | +48.3% | -57.3% | -10.0% |
| YTD | +5.9% | +8.4% | -2.5% | +10.2% |
| 1Y | +4.0% | +6.0% | -2.0% | +8.8% |
| All | +302.1% | -5.5% | +307.6% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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