+408.7%
AEM vs RVTY
+211.6%
+197.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -6.8% | -0.5% | -6.4% | -6.7% |
| 30D | +0.8% | +1.5% | -0.7% | +0.3% |
| 3M | -0.8% | +31.5% | -32.3% | -6.7% |
| 6M | -8.5% | +62.7% | -71.2% | -17.6% |
| YTD | +5.9% | +60.0% | -54.0% | -4.7% |
| 1Y | +6.6% | +65.7% | -59.1% | -4.8% |
| 3Y | +302.2% | +85.2% | +217.0% | +244.0% |
| 5Y | +250.8% | -14.9% | +265.7% | +238.9% |
| All | +408.7% | +211.6% | +197.1% | +350.2% |
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