+408.7%
AEM vs RRC
+73.1%
+335.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -6.8% | +6.4% | -13.2% | -7.1% |
| 30D | +0.8% | +23.9% | -23.1% | -0.3% |
| 3M | -0.8% | +30.2% | -31.0% | -2.2% |
| 6M | -8.5% | +26.3% | -34.8% | -9.7% |
| YTD | +5.9% | +48.1% | -42.1% | +3.5% |
| 1Y | +6.6% | +37.7% | -31.1% | +4.5% |
| 3Y | +302.2% | +60.3% | +241.9% | +289.7% |
| 5Y | +250.8% | +135.3% | +115.5% | +233.7% |
| All | +408.7% | +73.1% | +335.6% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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