+3,555.0%
AEM vs RRX
+3,824.6%
-269.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +12.5% | -8.0% | +20.5% | +13.6% |
| 3M | +26.9% | -25.1% | +52.0% | +30.7% |
| 6M | -9.4% | -18.3% | +8.8% | -7.9% |
| YTD | +20.3% | +14.2% | +6.1% | +17.5% |
| 1Y | +33.8% | +13.0% | +20.7% | +30.7% |
| 3Y | +349.8% | +4.2% | +345.6% | +333.9% |
| 5Y | +301.0% | +17.9% | +283.1% | +276.1% |
| 10Y | +376.1% | +220.4% | +155.6% | +284.8% |
| All | +3,555.0% | +3,824.6% | -269.6% | +2,403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling