+39.2%
AEM vs DE
+49.4%
-10.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | +10.0% | -10.5% | -2.7% |
| 30D | +24.0% | +13.3% | +10.7% | +20.2% |
| 3M | +16.1% | +17.5% | -1.4% | +10.9% |
| 6M | -11.6% | +13.6% | -25.2% | -15.7% |
| YTD | +21.5% | +49.8% | -28.2% | +18.4% |
| 1Y | +39.2% | +47.9% | -8.7% | +34.5% |
| All | +39.2% | +49.4% | -10.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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