+319.1%
AEM vs RRC
+60.0%
+259.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | +1.4% | -0.5% | +1.8% | +1.4% |
| 30D | -1.2% | +25.2% | -26.4% | -3.1% |
| 3M | +2.5% | +27.8% | -25.3% | +0.3% |
| 6M | -5.1% | +27.2% | -32.3% | -7.3% |
| YTD | +10.4% | +48.2% | -37.8% | +4.7% |
| 1Y | +11.8% | +34.7% | -22.9% | +7.6% |
| All | +319.1% | +60.0% | +259.1% | +271.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling