+299.9%
AEM vs DD
+57.4%
+242.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.2% |
| 30D | +8.5% | -11.5% | +20.0% | +12.4% |
| 3M | +29.3% | -5.4% | +34.7% | +31.6% |
| 6M | -12.9% | -6.9% | -6.0% | -10.8% |
| YTD | +16.8% | +6.9% | +9.9% | +16.4% |
| 1Y | +29.8% | +35.6% | -5.8% | +23.0% |
| 3Y | +336.7% | +42.5% | +294.2% | +303.6% |
| 5Y | +299.9% | +58.5% | +241.5% | +235.5% |
| All | +299.9% | +57.4% | +242.6% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling