+295.5%
AEM vs RVMD
+634.9%
-339.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +4.3% | -1.2% | +5.5% | +4.4% |
| 30D | +13.1% | +1.1% | +12.1% | +13.0% |
| 3M | +24.8% | +39.6% | -14.8% | +21.6% |
| 6M | -8.2% | +110.7% | -118.9% | -13.8% |
| YTD | +19.8% | +160.3% | -140.5% | +10.2% |
| 1Y | +32.1% | +404.9% | -372.9% | +15.1% |
| 3Y | +348.2% | +545.5% | -197.3% | +274.3% |
| 5Y | +297.5% | +584.7% | -287.2% | +219.8% |
| All | +295.5% | +634.9% | -339.4% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling