+390.1%
AEM vs D
+44.7%
+345.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.2% |
| 7D | +13.9% | +2.4% | +11.5% | +13.2% |
| 30D | +0.8% | +10.9% | -10.2% | -2.0% |
| 3M | +5.8% | +2.8% | +2.9% | +4.9% |
| 6M | -1.0% | +12.7% | -13.7% | -4.3% |
| YTD | +13.1% | +20.3% | -7.2% | +7.3% |
| 1Y | +14.4% | +17.1% | -2.7% | +9.2% |
| 3Y | +325.7% | +75.1% | +250.6% | +262.2% |
| 5Y | +273.7% | +13.1% | +260.6% | +252.8% |
| 10Y | +390.1% | +48.3% | +341.8% | +284.7% |
| All | +390.1% | +44.7% | +345.4% | +284.7% |
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 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