+4,855.0%
AEM vs RSG
+2,013.0%
+2,842.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +12.5% | +3.7% | +8.8% | +11.9% |
| 3M | +26.9% | +6.2% | +20.8% | +25.6% |
| 6M | -9.4% | -2.8% | -6.7% | -9.4% |
| YTD | +20.3% | +5.9% | +14.4% | +18.8% |
| 1Y | +33.8% | -1.8% | +35.5% | +33.6% |
| 3Y | +349.8% | +57.5% | +292.3% | +318.4% |
| 5Y | +301.0% | +91.1% | +209.9% | +261.2% |
| 10Y | +376.1% | +428.1% | -52.0% | +266.1% |
| All | +4,855.0% | +2,013.0% | +2,842.0% | +3,605.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling