+3,594.0%
AEM vs D
+2,347.4%
+1,246.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | +24.0% | -3.6% | +27.6% | +25.0% |
| 3M | +16.1% | -1.0% | +17.1% | +16.2% |
| 6M | -11.6% | +6.3% | -17.9% | -13.1% |
| YTD | +21.5% | +14.7% | +6.8% | +17.4% |
| 1Y | +39.2% | +16.9% | +22.2% | +33.7% |
| 3Y | +347.4% | +56.8% | +290.6% | +298.1% |
| 5Y | +290.1% | +5.2% | +284.9% | +278.2% |
| 10Y | +357.8% | +35.9% | +321.9% | +308.7% |
| All | +3,594.0% | +2,347.4% | +1,246.6% | +4,312.8% |
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