+1,152.9%
RSP vs AEM
+2,321.4%
-1,168.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +4.4% | -1.2% | +5.6% | +4.4% |
| 3M | +1.3% | +2.5% | -1.3% | +0.7% |
| 6M | +10.0% | -5.1% | +15.1% | +9.9% |
| YTD | +17.6% | +10.4% | +7.2% | +15.3% |
| 1Y | +19.2% | +11.8% | +7.5% | +16.6% |
| 3Y | +66.0% | +315.6% | -249.6% | +40.7% |
| 5Y | +50.4% | +266.3% | -215.8% | +27.5% |
| 10Y | +215.7% | +427.4% | -211.7% | +149.4% |
| All | +1,152.9% | +2,321.4% | -1,168.5% | +649.9% |
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 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