+293.8%
AEM vs RPRX
+57.8%
+236.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.6% |
| 7D | +4.3% | -2.8% | +7.1% | +4.8% |
| 30D | +13.1% | +7.2% | +6.0% | +12.1% |
| 3M | +24.8% | +10.9% | +13.9% | +22.8% |
| 6M | -8.2% | +34.6% | -42.8% | -12.3% |
| YTD | +19.8% | +59.0% | -39.1% | +12.0% |
| 1Y | +32.1% | +72.5% | -40.5% | +21.8% |
| 3Y | +348.2% | +124.1% | +224.1% | +294.0% |
| 5Y | +297.5% | +75.9% | +221.5% | +263.4% |
| All | +293.8% | +57.8% | +236.0% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RPRX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling