+348.2%
AEM vs ROP
-18.5%
+366.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.3% |
| 7D | +4.3% | -5.4% | +9.7% | +4.6% |
| 30D | +13.1% | -1.6% | +14.8% | +13.2% |
| 3M | +24.8% | +18.8% | +5.9% | +24.0% |
| 6M | -8.2% | +8.2% | -16.4% | -7.9% |
| YTD | +19.8% | -10.5% | +30.3% | +24.6% |
| 1Y | +32.1% | -23.7% | +55.8% | +42.9% |
| 3Y | +348.2% | -17.9% | +366.1% | +377.0% |
| All | +348.2% | -18.5% | +366.7% | +377.0% |
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