+375.9%
AEM vs D
+42.1%
+333.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | +17.8% | +0.8% | +17.1% | +17.7% |
| 30D | +6.2% | +10.7% | -4.5% | +3.4% |
| 3M | +12.5% | +2.3% | +10.3% | +11.8% |
| 6M | +4.4% | +12.5% | -8.1% | +0.8% |
| YTD | +19.2% | +20.1% | -0.9% | +13.1% |
| 1Y | +25.5% | +15.6% | +9.9% | +20.2% |
| 3Y | +346.4% | +75.2% | +271.3% | +278.9% |
| 5Y | +305.7% | +14.6% | +291.1% | +281.9% |
| 10Y | +375.9% | +43.8% | +332.2% | +278.2% |
| All | +375.9% | +42.1% | +333.8% | +278.2% |
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