+302.2%
AEM vs D
+73.4%
+228.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -6.8% | -1.4% | -5.5% | -6.5% |
| 30D | +0.8% | +7.7% | -6.9% | -1.0% |
| 3M | -0.8% | -0.3% | -0.6% | -0.8% |
| 6M | -8.5% | +10.1% | -18.6% | -11.2% |
| YTD | +5.9% | +19.1% | -13.1% | +0.5% |
| 1Y | +6.6% | +15.9% | -9.3% | +1.8% |
| 3Y | +302.2% | +75.0% | +227.2% | +224.5% |
| All | +302.2% | +73.4% | +228.8% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling