+356.7%
AEM vs D
+63.9%
+292.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | +24.0% | -2.6% | +26.6% | +24.8% |
| 3M | +16.1% | 0.0% | +16.1% | +15.7% |
| 6M | -11.6% | +7.4% | -19.0% | -13.8% |
| YTD | +21.5% | +15.9% | +5.7% | +15.9% |
| 1Y | +39.2% | +18.1% | +21.1% | +31.8% |
| All | +356.7% | +63.9% | +292.9% | +278.9% |
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 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