+354.0%
AEM vs RY
+360.9%
-6.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +15.8% | -0.9% | +16.7% | +16.2% |
| 30D | +6.2% | +5.9% | +0.3% | +4.1% |
| 3M | +14.3% | -4.3% | +18.6% | +16.1% |
| 6M | +1.4% | +12.1% | -10.7% | -2.7% |
| YTD | +13.7% | +20.3% | -6.5% | +6.7% |
| 1Y | +21.3% | +41.0% | -19.7% | +8.0% |
| 3Y | +309.9% | +157.5% | +152.4% | +200.9% |
| 5Y | +301.0% | +123.2% | +177.8% | +203.6% |
| All | +354.0% | +360.9% | -6.8% | +195.6% |
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