+3,356.5%
AEM vs D
+2,450.0%
+906.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +15.8% | +3.0% | +12.9% | +15.1% |
| 30D | +6.2% | +11.5% | -5.3% | +3.5% |
| 3M | +14.3% | +3.7% | +10.6% | +13.3% |
| 6M | +1.4% | +13.5% | -12.1% | -1.9% |
| YTD | +13.7% | +20.7% | -7.0% | +8.5% |
| 1Y | +21.3% | +18.2% | +3.1% | +16.1% |
| 3Y | +309.9% | +73.3% | +236.6% | +256.4% |
| 5Y | +301.0% | +12.3% | +288.7% | +282.7% |
| 10Y | +344.0% | +43.4% | +300.6% | +290.7% |
| All | +3,356.5% | +2,450.0% | +906.5% | +3,985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling