+355.1%
AEM vs DE
+863.9%
-508.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -2.1% | -2.6% | +0.4% | -1.8% |
| 30D | +8.4% | +9.0% | -0.6% | +7.1% |
| 3M | +27.3% | +19.1% | +8.1% | +24.1% |
| 6M | -9.7% | +14.4% | -24.0% | -11.5% |
| YTD | +19.0% | +45.9% | -27.0% | +13.2% |
| 1Y | +31.5% | +43.6% | -12.1% | +25.2% |
| 3Y | +338.7% | +75.9% | +262.8% | +303.7% |
| 5Y | +307.4% | +98.8% | +208.7% | +266.8% |
| All | +355.1% | +863.9% | -508.8% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling