+355.1%
AEM vs RVTY
+145.6%
+209.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.3% |
| 7D | -2.1% | -4.5% | +2.4% | -1.2% |
| 30D | +8.4% | +5.5% | +3.0% | +7.3% |
| 3M | +27.3% | +22.5% | +4.8% | +22.0% |
| 6M | -9.7% | +38.9% | -48.5% | -15.6% |
| YTD | +19.0% | +28.7% | -9.8% | +12.5% |
| 1Y | +31.5% | +45.5% | -14.0% | +21.2% |
| 3Y | +338.7% | +16.4% | +322.3% | +313.1% |
| 5Y | +307.4% | -32.7% | +340.2% | +314.4% |
| All | +355.1% | +145.6% | +209.4% | +304.2% |
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