+5,989.5%
AEM vs ROP
+25,523.2%
-19,533.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.8% |
| 7D | -0.5% | -4.4% | +3.9% | -0.1% |
| 30D | +24.0% | +3.2% | +20.8% | +23.7% |
| 3M | +16.1% | +23.1% | -7.0% | +13.8% |
| 6M | -11.6% | +13.3% | -24.9% | -12.9% |
| YTD | +21.5% | -7.9% | +29.4% | +22.0% |
| 1Y | +39.2% | -22.1% | +61.2% | +41.8% |
| 3Y | +347.4% | -16.8% | +364.2% | +352.5% |
| 5Y | +290.1% | -13.5% | +303.7% | +292.1% |
| 10Y | +357.8% | +137.7% | +220.1% | +318.8% |
| All | +5,989.5% | +25,523.2% | -19,533.7% | +5,483.8% |
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