+299.9%
AEM vs ROST
+107.5%
+192.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -5.0% | -2.5% | -2.6% | -4.7% |
| 30D | +8.5% | -10.3% | +18.7% | +9.9% |
| 3M | +29.3% | -2.6% | +31.9% | +29.6% |
| 6M | -12.9% | +6.5% | -19.5% | -13.8% |
| YTD | +16.8% | +25.9% | -9.2% | +13.2% |
| 1Y | +29.8% | +52.3% | -22.5% | +22.9% |
| 3Y | +336.7% | +94.6% | +242.2% | +298.0% |
| 5Y | +299.9% | +111.1% | +188.8% | +258.8% |
| All | +299.9% | +107.5% | +192.4% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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