+5,207.8%
AEM vs ROP
+30,173.0%
-24,965.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -0.8% | +21.1% | -21.9% | -2.6% |
| 6M | -8.5% | +52.5% | -61.0% | -12.2% |
| YTD | +5.9% | +8.9% | -2.9% | +4.6% |
| 1Y | +6.6% | +8.2% | -1.6% | +5.3% |
| 3Y | +302.2% | -5.2% | +307.4% | +301.6% |
| 5Y | +250.8% | +1.7% | +249.1% | +247.1% |
| 10Y | +406.1% | +185.4% | +220.7% | +354.9% |
| All | +5,207.8% | +30,173.0% | -24,965.2% | +4,689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling