+3,255.3%
AEM vs D
+2,429.9%
+825.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -1.2% | +9.0% | -10.2% | -3.2% |
| 3M | +2.5% | +1.0% | +1.6% | +2.2% |
| 6M | -5.1% | +11.0% | -16.1% | -7.7% |
| YTD | +10.4% | +19.8% | -9.4% | +5.5% |
| 1Y | +11.8% | +16.0% | -4.2% | +7.5% |
| 3Y | +315.6% | +74.4% | +241.3% | +261.0% |
| 5Y | +266.3% | +13.5% | +252.7% | +248.8% |
| 10Y | +427.4% | +48.4% | +379.0% | +360.5% |
| All | +3,255.3% | +2,429.9% | +825.4% | +3,873.2% |
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 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