+179.4%
RCL vs AEM
+349.6%
-170.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -0.5% | +4.3% | -4.8% | -1.0% |
| 30D | -17.3% | +13.1% | -30.5% | -18.7% |
| 3M | -2.8% | +24.8% | -27.5% | -5.8% |
| 6M | -4.4% | -8.2% | +3.9% | -4.7% |
| YTD | -4.2% | +19.8% | -24.0% | -6.4% |
| 1Y | -23.4% | +32.1% | -55.4% | -25.8% |
| 3Y | +179.4% | +348.2% | -168.8% | +139.6% |
| All | +179.4% | +349.6% | -170.2% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling