-25.1%
RCL vs AEM
+40.5%
-65.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -19.0% | +24.0% | -43.0% | -22.4% |
| 3M | -9.6% | +16.1% | -25.7% | -12.4% |
| 6M | -6.7% | -11.6% | +4.9% | -7.6% |
| YTD | -3.9% | +21.5% | -25.5% | -7.7% |
| 1Y | -25.1% | +39.2% | -64.3% | -32.2% |
| All | -25.1% | +40.5% | -65.6% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling