+31.5%
AEM vs DD
+34.9%
-3.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | -2.1% | -3.5% | +1.4% | 0.0% |
| 30D | +8.4% | -11.7% | +20.1% | +16.8% |
| 3M | +27.3% | -9.2% | +36.5% | +34.9% |
| 6M | -9.7% | -7.2% | -2.5% | -5.0% |
| YTD | +19.0% | +6.6% | +12.3% | +23.0% |
| 1Y | +31.5% | +32.0% | -0.5% | +35.5% |
| All | +31.5% | +34.9% | -3.4% | +35.5% |
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