+5,811.4%
RCL vs AEM
+3,971.4%
+1,840.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.5% |
| 30D | +19.4% | -1.2% | +20.6% | +19.4% |
| 3M | +9.8% | +2.5% | +7.2% | +9.5% |
| 6M | +28.6% | -5.1% | +33.7% | +28.7% |
| YTD | +22.2% | +10.4% | +11.8% | +21.3% |
| 1Y | +29.7% | +11.8% | +18.0% | +28.7% |
| 3Y | +265.3% | +315.6% | -50.3% | +242.6% |
| 5Y | +301.8% | +266.3% | +35.5% | +276.8% |
| 10Y | +360.5% | +427.4% | -66.9% | +321.2% |
| All | +5,811.4% | +3,971.4% | +1,840.0% | +6,514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling