+227.1%
RCL vs AEM
+296.4%
-69.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -2.2% | +3.0% | -5.2% | -2.6% |
| 30D | -15.7% | +12.5% | -28.2% | -17.3% |
| 3M | -8.0% | +26.9% | -34.9% | -11.6% |
| 6M | -10.1% | -9.4% | -0.7% | -9.7% |
| YTD | -5.9% | +20.3% | -26.2% | -9.2% |
| 1Y | -23.5% | +33.8% | -57.3% | -27.5% |
| 3Y | +174.4% | +349.8% | -175.4% | +109.3% |
| 5Y | +227.1% | +301.0% | -73.9% | +138.4% |
| All | +227.1% | +296.4% | -69.3% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling