+408.6%
AEM vs RVTY
+216.9%
+191.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -5.6% | +4.1% | -9.7% | -6.4% |
| 30D | -3.9% | +1.3% | -5.2% | -4.3% |
| 3M | -3.4% | +33.3% | -36.7% | -9.4% |
| 6M | -9.0% | +58.3% | -67.3% | -17.6% |
| YTD | +5.9% | +62.7% | -56.8% | -5.0% |
| 1Y | +4.0% | +67.2% | -63.2% | -7.3% |
| 3Y | +298.8% | +87.3% | +211.5% | +240.3% |
| 5Y | +250.7% | -13.4% | +264.1% | +237.6% |
| All | +408.6% | +216.9% | +191.7% | +348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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