+1,127.7%
RSP vs AEM
+2,565.8%
-1,438.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -0.3% | +24.0% | -24.3% | -2.6% |
| 3M | +4.3% | +16.1% | -11.8% | +2.4% |
| 6M | +8.8% | -11.6% | +20.4% | +9.6% |
| YTD | +15.3% | +21.5% | -6.3% | +12.1% |
| 1Y | +18.3% | +39.2% | -20.9% | +13.2% |
| 3Y | +52.8% | +347.4% | -294.6% | +28.7% |
| 5Y | +51.7% | +290.1% | -238.4% | +27.9% |
| 10Y | +208.5% | +357.8% | -149.3% | +147.4% |
| All | +1,127.7% | +2,565.8% | -1,438.0% | +629.3% |
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