-34.5%
RBLX vs AEM
+292.0%
-326.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | +5.1% | -2.1% | +7.2% | +5.5% |
| 30D | +28.0% | +8.4% | +19.6% | +25.2% |
| 3M | +4.6% | +27.3% | -22.7% | -1.7% |
| 6M | -24.7% | -9.7% | -15.0% | -23.7% |
| YTD | -43.8% | +19.0% | -62.8% | -46.3% |
| 1Y | -65.8% | +31.5% | -97.3% | -68.1% |
| 3Y | +59.4% | +338.7% | -279.3% | +9.9% |
| 5Y | -48.2% | +307.4% | -355.6% | -65.2% |
| All | -34.5% | +292.0% | -326.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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