+3,594.0%
AEM vs DD
+961.9%
+2,632.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | -3.5% | +3.0% | 0.0% |
| 30D | +24.0% | -10.3% | +34.3% | +25.9% |
| 3M | +16.1% | -7.5% | +23.6% | +17.4% |
| 6M | -11.6% | -8.0% | -3.6% | -10.5% |
| YTD | +21.5% | +10.5% | +11.1% | +20.4% |
| 1Y | +39.2% | +38.3% | +0.9% | +33.8% |
| 3Y | +347.4% | +42.5% | +304.9% | +325.0% |
| 5Y | +290.1% | +60.2% | +230.0% | +262.2% |
| 10Y | +357.8% | +68.9% | +288.9% | +308.2% |
| All | +3,594.0% | +961.9% | +2,632.1% | +4,105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling