+3,594.0%
AEM vs RVTY
+2,416.7%
+1,177.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +24.0% | +13.2% | +10.8% | +22.7% |
| 3M | +16.1% | +27.2% | -11.2% | +13.6% |
| 6M | -11.6% | +32.4% | -44.0% | -13.9% |
| YTD | +21.5% | +34.9% | -13.3% | +18.1% |
| 1Y | +39.2% | +52.4% | -13.2% | +33.7% |
| 3Y | +347.4% | +12.3% | +335.1% | +337.4% |
| 5Y | +290.1% | -30.8% | +321.0% | +293.5% |
| 10Y | +357.8% | +150.7% | +207.1% | +322.2% |
| All | +3,594.0% | +2,416.7% | +1,177.3% | +3,959.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling