+2,017.0%
AEM vs RY
+11,573.6%
-9,556.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | +24.0% | -0.3% | +24.3% | +24.1% |
| 3M | +16.1% | +8.7% | +7.4% | +13.2% |
| 6M | -11.6% | +28.5% | -40.2% | -17.9% |
| YTD | +21.5% | +25.1% | -3.6% | +13.8% |
| 1Y | +39.2% | +46.3% | -7.1% | +24.5% |
| 3Y | +347.4% | +154.9% | +192.5% | +239.6% |
| 5Y | +290.1% | +140.3% | +149.9% | +200.4% |
| 10Y | +357.8% | +377.0% | -19.3% | +184.2% |
| All | +2,017.0% | +11,573.6% | -9,556.6% | +782.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling