+3,594.0%
AEM vs ROST
+70,186.2%
-66,592.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.5% | +0.9% | -1.5% | -0.5% |
| 30D | +24.0% | -8.9% | +32.9% | +24.3% |
| 3M | +16.1% | -0.8% | +16.9% | +16.1% |
| 6M | -11.6% | +8.5% | -20.1% | -11.8% |
| YTD | +21.5% | +28.6% | -7.0% | +20.7% |
| 1Y | +39.2% | +52.3% | -13.2% | +37.7% |
| 3Y | +347.4% | +94.8% | +252.6% | +339.6% |
| 5Y | +290.1% | +110.8% | +179.4% | +281.7% |
| 10Y | +357.8% | +304.5% | +53.3% | +340.6% |
| All | +3,594.0% | +70,186.2% | -66,592.2% | +4,177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling