-9.4%
AEM vs RRX
-12.9%
+3.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | +12.5% | -8.0% | +20.5% | +14.5% |
| 3M | +26.9% | -25.1% | +52.0% | +32.2% |
| 6M | -9.4% | -18.3% | +8.8% | -10.8% |
| All | -9.4% | -12.9% | +3.4% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling