+360.1%
AEM vs DAR
+383.2%
-23.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +12.5% | +7.4% | +5.0% | +11.2% |
| 3M | +26.9% | +15.7% | +11.3% | +24.0% |
| 6M | -9.4% | +30.0% | -39.5% | -13.1% |
| YTD | +20.3% | +87.5% | -67.3% | +9.8% |
| 1Y | +33.8% | +113.4% | -79.6% | +19.8% |
| 3Y | +349.8% | +15.3% | +334.5% | +330.2% |
| 5Y | +301.0% | -4.3% | +305.3% | +288.5% |
| All | +360.1% | +383.2% | -23.2% | +269.4% |
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