+248.2%
AEM vs RPRX
+81.2%
+167.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -6.8% | +3.3% | -10.2% | -7.3% |
| 30D | +0.8% | +17.9% | -17.1% | -1.7% |
| 3M | -0.8% | +19.2% | -20.1% | -3.4% |
| 6M | -8.5% | +31.7% | -40.2% | -12.3% |
| YTD | +5.9% | +82.5% | -76.5% | -3.1% |
| 1Y | +6.6% | +78.4% | -71.8% | -2.2% |
| 3Y | +302.2% | +177.0% | +125.2% | +242.6% |
| 5Y | +250.8% | +86.5% | +164.3% | +214.9% |
| All | +248.2% | +81.2% | +167.0% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling