+338.7%
AEM vs RRX
+5.4%
+333.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +8.4% | -6.1% | +14.6% | +9.2% |
| 3M | +27.3% | -23.1% | +50.3% | +30.4% |
| 6M | -9.7% | -19.5% | +9.9% | -8.2% |
| YTD | +19.0% | +16.1% | +2.9% | +18.0% |
| 1Y | +31.5% | +12.9% | +18.6% | +30.4% |
| 3Y | +338.7% | +7.9% | +330.8% | +332.8% |
| All | +338.7% | +5.4% | +333.3% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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