+343.3%
AEM vs D
+35.9%
+307.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.3% | +0.8% | +3.6% | +4.1% |
| 30D | +13.1% | -0.7% | +13.9% | +13.3% |
| 3M | +24.8% | +2.1% | +22.7% | +23.8% |
| 6M | -8.2% | +6.8% | -15.1% | -10.2% |
| YTD | +19.8% | +16.5% | +3.3% | +14.5% |
| 1Y | +32.1% | +19.2% | +12.9% | +25.2% |
| 3Y | +348.2% | +61.9% | +286.3% | +285.5% |
| 5Y | +297.5% | +6.5% | +290.9% | +280.2% |
| 10Y | +343.3% | +35.3% | +308.0% | +266.9% |
| All | +343.3% | +35.9% | +307.4% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling