+343.3%
AEM vs RY
+371.6%
-28.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | +4.3% | +2.7% | +1.6% | +3.3% |
| 30D | +13.1% | -1.0% | +14.1% | +13.4% |
| 3M | +24.8% | +7.6% | +17.1% | +21.3% |
| 6M | -8.2% | +29.5% | -37.7% | -16.4% |
| YTD | +19.8% | +24.2% | -4.3% | +10.8% |
| 1Y | +32.1% | +46.4% | -14.3% | +15.5% |
| 3Y | +348.2% | +159.4% | +188.8% | +224.5% |
| 5Y | +297.5% | +141.8% | +155.6% | +192.2% |
| 10Y | +343.3% | +373.9% | -30.6% | +149.5% |
| All | +343.3% | +371.6% | -28.3% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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