+330.6%
AEM vs RSG
+56.5%
+274.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.0% | -1.8% | -3.3% | -4.7% |
| 30D | +8.5% | +2.8% | +5.7% | +7.9% |
| 3M | +29.3% | +4.3% | +25.0% | +27.8% |
| 6M | -12.9% | -0.5% | -12.4% | -12.3% |
| YTD | +16.8% | +5.2% | +11.5% | +15.0% |
| 1Y | +29.8% | -2.1% | +32.0% | +31.8% |
| All | +330.6% | +56.5% | +274.1% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling