-10.8%
RGTI vs AEM
-13.5%
+2.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.3% |
| 7D | -0.1% | -5.0% | +4.9% | +3.1% |
| 30D | -16.2% | +8.5% | -24.7% | -21.3% |
| 3M | -22.0% | +29.3% | -51.3% | -37.2% |
| 6M | -10.8% | -12.9% | +2.2% | -6.6% |
| All | -10.8% | -13.5% | +2.7% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling