+366.9%
RCL vs AEM
+392.2%
-25.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +1.4% |
| 7D | +8.5% | +13.9% | -5.3% | +7.1% |
| 30D | +20.4% | +0.8% | +19.6% | +20.1% |
| 3M | +11.0% | +5.8% | +5.2% | +10.0% |
| 6M | +24.9% | -1.0% | +25.8% | +24.2% |
| YTD | +23.9% | +13.1% | +10.8% | +21.6% |
| 1Y | +30.8% | +14.4% | +16.4% | +28.3% |
| 3Y | +270.4% | +325.7% | -55.3% | +221.0% |
| 5Y | +296.1% | +273.7% | +22.4% | +241.3% |
| All | +366.9% | +392.2% | -25.3% | +277.8% |
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