+355.1%
AEM vs RSG
+428.9%
-73.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +8.4% | +4.0% | +4.5% | +7.7% |
| 3M | +27.3% | +7.4% | +19.9% | +25.3% |
| 6M | -9.7% | +0.1% | -9.8% | -9.9% |
| YTD | +19.0% | +6.0% | +12.9% | +17.1% |
| 1Y | +31.5% | -3.0% | +34.5% | +31.9% |
| 3Y | +338.7% | +56.5% | +282.2% | +300.7% |
| 5Y | +307.4% | +90.9% | +216.5% | +258.0% |
| All | +355.1% | +428.9% | -73.9% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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