+3,594.0%
AEM vs D
+2,347.4%
+1,246.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +24.0% | -2.6% | +26.6% | +24.7% |
| 3M | +16.1% | 0.0% | +16.1% | +15.9% |
| 6M | -11.6% | +7.4% | -19.0% | -13.3% |
| YTD | +21.5% | +15.9% | +5.7% | +17.1% |
| 1Y | +39.2% | +18.1% | +21.1% | +33.4% |
| 3Y | +347.4% | +58.4% | +289.1% | +297.1% |
| 5Y | +290.1% | +5.2% | +284.9% | +278.1% |
| 10Y | +357.8% | +35.9% | +321.9% | +308.6% |
| All | +3,594.0% | +2,347.4% | +1,246.6% | +4,311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling