+408.7%
AEM vs DAR
+311.7%
+97.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -6.8% | +11.6% | -18.4% | -8.1% |
| 30D | +0.8% | -10.2% | +11.1% | +2.0% |
| 3M | -0.8% | -14.8% | +14.0% | +0.8% |
| 6M | -8.5% | -10.1% | +1.6% | -7.9% |
| YTD | +5.9% | +55.5% | -49.6% | -1.0% |
| 1Y | +6.6% | +61.7% | -55.1% | -0.9% |
| 3Y | +302.2% | +37.2% | +265.0% | +273.5% |
| 5Y | +250.8% | -26.9% | +277.7% | +251.6% |
| All | +408.7% | +311.7% | +97.0% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling