+301.0%
AEM vs ROP
-16.4%
+317.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +3.0% | -6.1% | +9.1% | +4.1% |
| 30D | +12.5% | -3.4% | +15.8% | +13.1% |
| 3M | +26.9% | +16.7% | +10.3% | +23.5% |
| 6M | -9.4% | +8.1% | -17.5% | -10.7% |
| YTD | +20.3% | -11.7% | +31.9% | +24.6% |
| 1Y | +33.8% | -24.2% | +58.0% | +44.9% |
| 3Y | +349.8% | -19.0% | +368.8% | +372.1% |
| 5Y | +301.0% | -15.9% | +316.9% | +294.2% |
| All | +301.0% | -16.4% | +317.4% | +294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling