+213.2%
RSP vs AEM
+356.4%
-143.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.4% |
| 7D | +0.7% | +13.9% | -13.1% | -0.4% |
| 30D | +3.7% | +0.8% | +2.9% | +3.5% |
| 3M | +0.7% | +5.8% | -5.1% | -0.1% |
| 6M | +9.0% | -1.0% | +10.0% | +8.6% |
| YTD | +16.7% | +13.1% | +3.6% | +14.5% |
| 1Y | +19.0% | +14.4% | +4.5% | +16.6% |
| 3Y | +64.7% | +325.7% | -261.0% | +42.6% |
| 5Y | +49.6% | +273.7% | -224.1% | +29.2% |
| 10Y | +213.2% | +390.1% | -176.9% | +163.9% |
| All | +213.2% | +356.4% | -143.2% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling