+3,541.8%
AEM vs ROST
+69,900.9%
-66,359.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +13.1% | -10.0% | +23.1% | +13.4% |
| 3M | +24.8% | +1.2% | +23.6% | +24.7% |
| 6M | -8.2% | +8.9% | -17.2% | -8.5% |
| YTD | +19.8% | +28.1% | -8.2% | +19.0% |
| 1Y | +32.1% | +53.0% | -20.9% | +30.6% |
| 3Y | +348.2% | +97.9% | +250.3% | +340.2% |
| 5Y | +297.5% | +112.0% | +185.5% | +288.8% |
| 10Y | +343.3% | +303.0% | +40.3% | +326.7% |
| All | +3,541.8% | +69,900.9% | -66,359.0% | +4,117.5% |
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