+18.7%
AEM vs DD
+49.3%
-30.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.4% | +10.9% |
| 7D | +0.2% | +8.7% | -8.5% | -6.2% |
| 30D | +0.1% | +15.3% | -15.3% | -10.6% |
| 3M | +22.1% | +5.9% | +16.2% | +16.4% |
| 6M | +2.4% | +11.6% | -9.1% | -5.9% |
| YTD | +8.9% | +26.5% | -17.6% | -7.9% |
| 1Y | +18.7% | +35.4% | -16.7% | -3.7% |
| All | +18.7% | +49.3% | -30.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling