-22.9%
RCL vs AEM
+28.8%
-51.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -2.5% | -5.0% | +2.6% | -1.6% |
| 30D | -15.7% | +8.5% | -24.1% | -17.1% |
| 3M | -3.6% | +29.3% | -32.9% | -8.8% |
| 6M | -8.7% | -12.9% | +4.3% | -8.9% |
| YTD | -6.2% | +16.8% | -22.9% | -9.3% |
| 1Y | -22.9% | +29.8% | -52.7% | -28.9% |
| All | -22.9% | +28.8% | -51.7% | -28.9% |
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