+249.0%
AEM vs ROP
+1.9%
+247.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -6.8% | +0.7% | -7.6% | -6.9% |
| 30D | +0.8% | +28.8% | -28.0% | -2.9% |
| 3M | -0.8% | +21.1% | -21.9% | -3.5% |
| 6M | -8.5% | +52.5% | -61.0% | -14.8% |
| YTD | +5.9% | +8.9% | -2.9% | +6.6% |
| 1Y | +6.6% | +8.2% | -1.6% | +7.4% |
| 3Y | +302.2% | -5.2% | +307.4% | +317.5% |
| All | +249.0% | +1.9% | +247.1% | +237.3% |
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