+31.5%
AEM vs RVMD
+375.0%
-343.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | -3.0% | +0.8% | -1.9% |
| 30D | +8.4% | -0.7% | +9.2% | +8.5% |
| 3M | +27.3% | +36.5% | -9.3% | +25.1% |
| 6M | -9.7% | +104.6% | -114.3% | -12.5% |
| YTD | +19.0% | +155.8% | -136.9% | +13.3% |
| 1Y | +31.5% | +340.7% | -309.2% | +26.6% |
| All | +31.5% | +375.0% | -343.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling